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The statement comes a week after UN investigators called on him and other top generals to be prosecuted for genocide against the Rohingya minority.
White House National Security Advisor John Bolton also cited a recent move by Palestinian leaders to have Israeli officials prosecuted at the ICC for human rights violations.
The International Criminal Court (ICC) flexed its muscles Thursday with its unprecedented ruling that it had the power to investigate the forced deportation of Rohingya to Bangladesh.
Earlier, Bangladesh, being one of the State Parties to the Rome Statute, responded to the request of the ICC as Bangladesh is seeking a 'sustainable solution' to the crisis.
This includes Israeli settlement policies in the West Bank and east Jerusalem, as well as the recent round of bloodshed in the Gaza Strip, where Israeli fire killed over 100 Palestinians.
Since August, nearly 700,000 Rohingya Muslims have fled a brutal military crackdown in Myanmar, the United Nations and aid agencies have said.
Some 700,000 people from the stateless Muslim minority fled Myanmar's Rakhine state to Bangladesh following Rohingya insurgent attacks on border guard posts in August last year.
The Hague-based ICC announced last month it was launching a "preliminary examination" of Duterte's bloody anti-drug crackdown that has drawn international concern.
The move comes days after Duterte announced his nation would quit the court over its preliminary inquiry into allegations his crackdown on narcotics amounts to crimes against humanity.
Duterte had previously said the Philippines had never fully ratified the statute that makes it a member of the ICC.