According to a translation from CNN Philippines, Duterte said: "Maybe we'll just have to decide to separate from the United Nations ... If you are that insulting, we should just leave."
Just days earlier, U.N. experts called on Duterte and the Philippine government to put a stop to the killings of suspected criminals who haven't had their day in court.
Duterte has offered rewards to people who shoot drug dealers who resist arrest or won't turn themselves in. An estimated 900 people have been killed in Duterte's crackdown.
Duterte was elected in May and sworn into office in June.
One expert said Duterte's directives "are irresponsible in the extreme and amount to incitement to violence and killing, a crime under international law."
Duterte reportedly said Sunday: "Take us out of your organization. You have done nothing anyway. When were you here last time? Nothing. Never. Except to criticize."
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