You can obtain this achievement on any difficulty, however, it must be played in ONE play-through. In case anyone is confused about what that means, let me explain: Select Main Mission from the main menu and select your Difficulty and your Character, after that it will show you the Mission Select screen. Pick the first mission and DO NOT quit out at anytime during game-play. Continue through the game until the last mission then beat the final boss and the achievement will pop up.
Also(a quick note for co-op players) if you are trying to get this achievement then DO NOT play with two players! Playing with more then one player will unfortunately disable achievements(I know, that's pretty lame).