The UFA 490 submarine was spotted 148 kilometres (92 miles) west of Cape Calavite on Thursday, the Philippine military said.
"Any intrusion into the West Philippine Sea, of our EEZ (Exclusive Economic Zone), of our baselines is very worrisome," Marcos told reporters.
The Philippines dispatched a plane and a warship to the submarine, where the crew said they were awaiting good weather before proceeding to Russia's Vladivostok, the Philippine Navy said in a Monday statement.
Roy Vincent Trinidad, spokesman for the navy in the South China Sea, said the incident is "not alarming".
"But we were surprised because this is a very unique submarine," he told AFP.
The 74-metre (243-foot) long vessel is armed with a missile system that has a range of 12,000 kilometres, according to Russia's state-run TASS news agency.
The submarine was last seen in Philippine waters on Sunday, Trinidad said.
Russia's embassy in Manila and the Philippine foreign ministry did not immediately respond to AFP requests to comment on the matter.
