The West African regional bloc Ecowas had called on him to honour his initial pledge to accept electoral defeat.
Mr Jammeh, who subsequently said the 1 December poll was flawed, added that he would defend his country if need be.
Ecowas had said military intervention might be a possibility if diplomatic efforts failed.
Mr Jammeh has launched a court action to annul the vote after the electoral commission changed some results - though it insists the outcome has not been affected and that Adama Barrow won by 4% of the vote.
In a 45-minute speech at the African Bar Association on Tuesday night, Mr Jammeh defended his position.
"I will not be intimidated by any power in this world. I want to make sure justice is done.
"I`m a man of peace, but I cannot also be a coward. I am a man of peace but that does not also mean that I will not defend myself and defend my country and defend my country courageously, patriotically and win."
A spokesman for the opposition coalition that backed Mr Barrow has said Mr Jammeh will not face prosecution after leaving office.
"President-elect Barrow says he is going to treat outgoing President Yahya Jammeh like a former head of state and would consult him for advice," Halifa Sallah told the AFP news agency.
His security forces have seized control of the election commission`s headquarters in the capital, Banjul.
Human rights groups have accused President Jammeh of committing serious abuses against opponents during his 22-year rule.
The Gambia has not had a smooth transfer of power since independence from Britain in 1965.
Gambia’s President Yahya Jammeh lambasts Ecowas mediators
21 December 2016
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Gambian President Yahya Jammeh has hit out at regional mediators urging him to step down, saying he will not be intimidated.
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