The head of the Philippine military said only about 30 militants remained in the formerly ISIS-held city and that victory would come "in a matter of days."
“You bullshit. We are past the colonization stage. Don’t fuck with us,” he said.
The body had a single gunshot wound to the chest but authorities are excluding foul play.
The president has said he will quit office if it is proven that any of his family were involved in drug trafficking.
The controversial leader has repeatedly referenced raping women despite widespread condemnation.
The Philippines military said child soldiers are among the fighters left in the embattled city.
Duterte had previously warned the international community from "meddling" in the Philippines' affairs.
The war has lasted for 14 days in the southern island of Mindanao.
The army has used airstrikes and street combat, yet still the Maute Group Islamist militants fight on.
Militants took a local priest and more than a dozen churchgoers and staff hostage.
The president has said he will accept investigators only if he gets to debate them, during which he would "humiliate" them and create a "spectacle."
"Here’s the shocker: I will kill you. I will really kill you. And that’s why the rapporteur of the U.N. is here, investigating extrajudicial killing," Duterte said.
The notoriously blunt Duterte said the Southeast Asia region was extremely worried about tensions between the United States and North Korea, and said one misstep would be a "catastrophe."
The New York Times article, written by Richard C. Paddock, touched on Duterte's childhood.
Human rights groups have documented about 1,400 suspicious killings in Davao during Duterte's time as mayor.