The five-day trip will cement a dramatic improvement in relations with Russia since Duterte came to power last year and began unravelling his country's decades-long alliances with the US, which he accuses of hypocrisy and bullying.
"Russia must cease to be at the margins of Philippine diplomacy. Overdependence on traditional partners has limited our room to manoeuvre in a very dynamic international arena," Duterte told reporters before leaving.
"This is a strategic oversight that has led to many missed opportunities for our country. I am determined to correct this."
Since assuming the presidency Duterte has sought to build strong alliances with China and Russia while moving away from the United States, the Philippines' former colonial ruler and most important military ally.
He has scaled down the number and scope of annual military exercises with the United States, barred Filipino forces from joint patrols in the disputed South China Sea and called for the withdrawal of US troops from the Philippines.
Duterte said last week that Chinese President Xi Jinping had threatened to go to war with the Philippines over the territorial row.
But Duterte, a self-described socialist, has been determined to reduce the Philippines' reliance on the United States and build much closer ties with China and Russia.
"My visit underscores the independence of the Philippines' foreign policy and the firm resolve to broaden the horizons of friendship and cooperation with other nations," he said today.
China and Russia have supported or at least not criticised Duterte's controversial war on drugs, which has left thousands of people dead and led to warnings by rights groups that he may be orchestrating a crime against humanity.
On a state visit to China last year he announced the Philippines' "separation" from the United States.
"I've realigned myself in your ideological flow and maybe I will also go to Russia to talk to Putin and tell him that there are three of us against the world -- China, Philippines and Russia. It's the only way," he said at that time.
Duterte and Putin first met on the sidelines of an Asia- Pacific summit in Peru last November.Since then, two Russian Navy flotillas have visited Manila.
Duterte said last week one of the top priorities of his trip to Russia was to secure precision-guided bombs to use on Islamic militants in the southern Philippines.
He had also previously said he hoped the Philippines would soon be able to start acquiring other Russian weapons.
The Philippines and Russia established diplomatic ties 41 years ago but until Duterte took office relations remained relatively low-key.
This was partly due to Manila's alliance with the US.
Duterte's visit to Moscow will be a "propaganda victory for Putin and a soft-power coup for Russia", analyst Richard Javad Heydarian told AFP.
"It will be their way of poking the eye of America.
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