Senate President Koko Pimentel announced on his verified Facebook page that Edgar Matobato won't be put in protective custody because his life has not been threatened.
"I've denied the request for protective custody of the witness (Edgar) Matobato because there is no Senate rule to justify it," he said. "There's even no showing that his life or safety is threatened."
"We'll be tackling this on Monday, but in the meantime we'll just have to find ways to make sure that our witness will be protected," Sen. Sonny Trillanes told CNN Philippines.
'Our work was to kill'
In testimony Thursday, Matobato said he was part of the 300-member "Davao Death Squad" (DDS), which he alleges was run on the orders of Duterte.
"Our work was to kill criminals like drug pushers, rapists, snatchers. Those were the people we killed every day," Matobato said.
Duterte's office denied the claims made by Matobato on Thursday, and said the President was "unfazed" by the Senate investigation.
"The Duterte administration is committed to a platform of a peaceful, crime-free, corruption-free nation that is not affected by any controversy," presidential spokesman Ernesto Abella said.
Some have called Matobato's testimony into question, including Duterte's son Paolo -- the current Vice Mayor of Davao City.
Matobato said in his testimony that Paolo Duterte ordered the killing of Richard King, a billionaire businessman over a woman.
The King family's legal counsel, Deolito Alvarez, called the accusations "completely false" in a text message to CNN.
"I am convinced that the accused who are facing the charge in court are the perpetrators," he said. "The statement of witness Matobato in trying to cast cloud and put politics into the equation is not true."
Paolo Duterte responded in a statement, saying "What de Lima and this certain Matobato say in public are bare allegations in the absence of proof. They are mere hearsay. I will not dignify with an answer the accusations of a madman."
A 2012 investigation by the Commission on Human Rights
found that from 2005 until 2009, "there was a systematic practice of extrajudicial killings, which can be attributed or attributable to a vigilante group or groups dubbed in the media as the Davao Death Squad."
It also found there was a "systematic failure on the part of local officials to conduct any meaningful investigation into said killings," and recommended that a local ombudsman investigate whether Duterte was criminally liable for "his inaction in the face of evidence of numerous killings committed in Davao city and his toleration of the commission of these offenses."
The report noted that there was a "dearth of evidence" to conclude that local police or local government was directly complicit in the extrajudicial killings.
Duterte's war on drugs
Duterte has come under increasing international criticism for his war on drugs.
Philippines National Police chief Ronald dela Rosa told CNN that as of 8 a.m. local time Friday, 2,035 deaths were under investigation -- though not all were classified as drug related -- and 1,105 people had been killed in police operations.
Testifying before the Senate committee on August 23, dela Rosa said that local police "follow the rule of law," and that there was no shoot-to-kill order despite the growing toll of bodies piling up in the wake of Duterte's crackdown.
Duterte came into office with huge public support after he vowed to clean up the country of drugs and corruption.