The fiery-tempered leader is the subject of a Philippine lawyer's complaint to the ICC accusing him of making killing "best practice" in his ferocious 19-month-old war on drugs.
The ICC last month said it had started a preliminary examination to establish whether it had jurisdiction, and if crimes against humanity had been committed.
"You cannot acquire jurisdiction over me, not in a million years," Duterte said in a speech late on Tuesday.
"That is why I don't respond to them. That's the truth."
He added: "Believe it. They cannot ever, ever hope to acquire jurisdiction over my person."
His government says the ICC has no grounds to get involved because the Philippine judiciary and legal system functions independently and effectively.
Though he says he would be open to any investigations by the United Nations and ICC, he last week told security forces they should not cooperate with them.
The government denies activists' allegations that drug dealers and users are being systematically targeted for execution.
Police say they have killed about 4,100 drug dealers, in shootouts, but have no ties to unidentified armed men who have killed hundreds of drug users.
Duterte has also said the Philippines' ICC membership might be invalid on a domestic level, because Manila's 2011 accession to the ICC's Rome Statute was not announced in the country's official gazette.