President Rodrigo Duterte on Thursday threatened to follow Russia in withdrawing from the International Criminal Court (ICC), which had expressed concern over his bloody war on drugs.

Moscow on Wednesday withdrew its signature from the founding statute of the ICC, saying the global court "did not live up to the hopes associated with it and did not become truly independent."

"I might follow [their lead]. Why? Tayo lang maliliit na binubugbog ng mga walanghiya," Duterte said in a speech before leaving for an official visit to Peru.

[I might follow their lead. Why? These people only pick on small countries like us.]

The President, in an earlier outburst, threatened to leave the United Nations after the world body criticized his anti-crime campaign.

Duterte said the ICC lets other countries get away with bombings that affect thousands of women and children in Syria and Iraq.

Last month, ICC chief prosecutor Fatou Bensouda said she was "deeply concerned" that Philippine officials appeared to "condone" alleged extra-judicial killings of drug suspects.

Created in 1998 through the United Nations treaty called the Rome Statute, the ICC has jurisdiction over 124 territories, including the Philippines, which became a signatory 16 years ago.

The Hague-based tribunal tries cases of genocide, war crimes, crimes against humanity and most recently, crimes of aggression.

Manila signed the Rome Statute on December 28, 2000 and ratified it on August 30, 2011.