According to the speech, which was broadcast on local TV in a mixture of English and Filipino, he said the EU had no right to condemn his country's actions.
The EU call comes after its parliament condemned an attack at a market in Davao which left 15 people dead and 70 others injured, ABS-CBN News reported.
The EU parliament also called on the EU delegation in the Philippines to "monitor carefully the 'rule of lawlessness'" in the wake of the attack.
"You should look at history books, encyclopaedia of events. Britain, France has the gall to condemn me. Again, I repeat it, f**ck you."
He then stuck up his middle finger.
Duterte has come under fire from various human rights groups over his tough stance on crime and drugs which has left more than 3500 people dead.
The controversial leader swept to power in May after promising to kill 100,000 drug dealers within six months of coming to power.
More than 600,000 others, mostly drug users, have surrendered to authorities for fear they may be killed.
NOT AGAIN
It wouldn't be the first time Duterte has raised eyebrows with his colourful choice of language.
Earlier this month he called Barack Obama a "son of a wh*re" as he vowed not to be lectured by the US leader on human rights.
"You must be respectful. Do not just throw away questions and statements. Son of a wh*re, I will curse you in that forum," Duterte told a news conference shortly before flying to Laos to attend the Association of Southeast Asian Nations (ASEAN) summit.
"We will be wallowing in the mud like pigs if you do that to me."
The Philippines and US President were due to hold a bilateral meetings but this was later cancelled.
'MORE TIME'
Duterte's defiant stand against the EU comes two just days after he asked for more time to finish the deadly war on drugs.
On Sunday, the colourful leader warned he may need to extend a bloody government anti-drug campaign.
Acknowledging for the first time that he may not be able to keep his campaign promise to eradicate illegal drugs in no more than six months Duterte said in jest that with the huge number of people involved, "even if I wanted to, I cannot kill them all."
Duterte said at a news conference in the southern city of Davao that he was overwhelmed by the enormity of the problem and may need to extend his self-imposed deadline by another six months to end the scourge.
Duterte first built a name for his deadly crime-fighting style while serving as Davao's longtime mayor before becoming president.
His tough stance has raised concerns not only with human rights groups but also other leaders, including Obama.
Duterte has lashed back at them and other critics and warned they were impeding his battle against a problem that has worsened into a national security threat.