Russian Prime Minister Dmitri Medvedev invited him to go to Russia during their meeting on the sidelines of the Association of Southeast Asian Nations Summit in Laos last month.
"In that meeting namin sa Laos nobody knew it but I... we talked, kami lang dalawa ni Medvedev," Duterte said in his speech during the oath taking of officials at MalacaƱang.
"Sabi niya 'You go to Russia and we will talk about it. We have everything that you need here.' Pati pera siguro," the president added.
Duterte is scheduled to visit Beijing on October 20 and 21 in a move to strengthen the country's relations with China that has been strained by the maritime dispute over the South China Sea.
Duterte has also accepted the invitation of Japanese Prime Minister Shinzo Abe for him to visit Japan.
Abe also met with Duterte on the sidelines of the ASEAN summit in Laos and talked about Japan's plan to provide two ships and to lend five surveillance aircraft to the Philippines.