Philippine President Rodrigo Duterte threatened to follow in Russia's footsteps Thursday and pull his country out of the International Criminal Court, incensed at foreign criticism of his deadly drug war.

Russia formally withdrew its signature to the ICC's founding Rome Statute on Wednesday, calling the tribunal's work ‘one-sided and inefficient’.

Speaking in his home town of Davao city in the southern Philippines shortly before flying to Peru for a regional summit, Duterte said: ‘They (Russians) may have thought the International Criminal Court is (useless), so they withdrew their membership.’

‘I might follow. Why? Because these shameless bullies only picked on small countries like us.’

The Philippines is among 124 countries that are members of the UN-backed ICC, the world's only permanent war crimes court.

Duterte also repeated an earlier threat to pull the Philippines out of the UN, saying the world body had failed to stop wars that had killed ‘thousands’ of women and children.

‘You know if China and Russia would decide to create a new order, I will be the first to join,’ he added.

Duterte won May elections in a landslide after vowing an unprecedented crackdown on illegal drugs and killing tens of thousands of drug dealers.

More than 4,000 people have been killed since he took office on June 30. About 1,800 were shot dead by police and about 2,600 others were murdered by unidentified attackers, according to official statistics.

The killings have drawn criticism from Manila's key defence ally the United States as well as the UN.

Duterte has struck back by calling US President Barack Obama a ‘son of a whore’ and UN chief Ban Ki-moon a ‘fool’.

Last month the ICC's chief prosecutor Fatou Bensouda said she was ‘deeply concerned’ about thousands of alleged extrajudicial killings in the Philippines, warning that those responsible could face prosecution.

Duterte has challenged Ban and international human rights experts to visit the country and investigate the allegations, while insisting his government has done nothing illegal.

On Thursday, ahead of the Asia-Pacific Economic Cooperation summit in Lima, Duterte warned his international counterparts, including Obama, not to lecture him on human rights.

‘They will really get it from me, and I will lecture them on the finer points of civilisation,’ he said.

‘You threaten us as if we are your labourers and threaten to have me jailed. Me, go to jail? You children of whores I will take you all down with me.’

Duterte recalled his confrontation with Obama and Ban at the Association of Southeast Asian Nations summit in Laos in September, during which the US leader cancelled a bilateral meeting with him.

‘They refused to listen so I said, 'You sons of whores, screw you!'‘