The arrest order marks an escalation in Duterte's legal troubles as she also faces an impeachment trial in the Senate, a process that, if it ends in conviction, could remove her from office and derail her 2028 presidential bid.
It is the latest step in a feud between the dominant Philippine political dynasties.
Marcos and Duterte, both the children of longtime presidents, formed an alliance in 2022 that allowed them to sweep to power before they broke with each other in 2024.
Dressed in black and surrounded by dozens of police officers, Duterte told reporters outside the court on Saturday she did not feel safe and accused authorities of harassment, saying the case involved the president, the first lady and Marcos' cousin, heightening her fears.
"If I post bail, the harassment won't stop," Duterte said.
"If I don't post bail, I'll be taken to the police. I have no trust in the police. I have no trust in the courts. I do not feel safe at all."
She asked who would be held accountable "if I die tonight", saying police would simply "wash their hands and call it an accident".
The police accorded the vice president with the respect she deserved, Interior Minister Jonvic Remulla said when asked to comment on Duterte's remarks.
"It's very unfortunate that all the pressure in her life is affecting her perception," Remulla said in a phone message.
Marcos's office did not immediately respond to a request for comment on Duterte's remarks about her safety.
The office said on Friday it would respect any decision or order issued by the court.
The court found probable cause to try Duterte on all three counts and set bail at $US1900 ($A2650) per count.
The case stems from a November 2024 online press conference in which Duterte said she had spoken with an assassin and instructed him to kill Marcos, his wife Liza Araneta Marcos and his cousin, then-speaker Martin Romualdez, if she herself were killed.
She has denied threatening them.
The alleged threats are also part of the impeachment complaint against her.
Duterte also faces accusations of misusing public funds while vice president and during her tenure as education secretary, allegations she rejects.
