"They're blackmailing me that they won't sell weapons? We have lots of explosives here," Duterte said, according to CNN Philippines.
And suggested, the country would turn to Russia for its weapons.
"[I] remember what the Russian diplomat said: Come to Russia, we all have here anything you need."
The comments were in response to a report from Reuters
that the US State Department halted the sale of about 26,000 assault rifles to Philippines police over concerns about the country's recent human rights record.
State Department Spokesman John Kirby said
he could not comment on the arms sale due to federal regulations.
Philippine National Police Chief Ronald dela Rosa
said his country will look elsewhere if it can't buy rifles from the United States.
At a news conference Wednesday, dela Rosa said he had not received official notice the sale had been blocked.
"We really need those firearms for our public safety forces in the PNP," said dela Rosa, according to CNN Philippines.
The amount of guns is not a huge loss from the Philippines -- they can buy guns from other people, says Richard Javad Heydarian, a political science professor at De La Salle University, Manila.
However, it's clearly a sign the Obama administration is losing patience with the Philippines, Heydarian told CNN.
"It's a shot across the bow -- it's a warning shot," he said. "Washington will not turn a blind eye to alleged human rights abuses."
The war on drugs
Duterte was elected after pledging to wage an all-out war on drugs.
Since he's taken office, the country has seen a sharp rise in violence and extrajudicial killings.
Duterte's war on drugs has drawn the ire of the international community, but he remains an incredibly popular President with high approval ratings.
Another bedrock of Duterte's time in office -- a shift in the country's international alliances.
Duterte has brought his country closer to China and Russia while vowing to distance the United States.
China and the Philippines recently struck an agreement
on fishing rights to a disputed shoal in the hotly contested South China Sea.
Duterte has hinted in the past that he's keen to strengthen Russian-Philippine ties.
He's also said that Russia could serve as an alternative arms supplier.