"Some (countries) have missiles with nuclear warheads in their hands but I shouldn't have it. I do not accept this," he said in a speech in the eastern city of Sivas.
Turkey does not possess nuclear weapons and has been a party to the nuclear nonproliferation treaty since 1980.
'It's a problem': Trump tells Erdogan on Russia missile deal
The Turkish leader's remarks come amid burgeoning defence ties between Turkey and Russia in defiance of Ankara's NATO ally the United States.
Washington has reacted to Turkey's purchase of the S-400 by kicking the country off its F-35 fighter jet programme.
The US says Russia will be able to glean sensitive technical knowledge about the new fighter if it is operated alongside the S-400.
On Friday, Erdogan suggested Turkey could look to Russia for an alternative after its F-35 exclusion.
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