"If we had known if it was a Russian plane maybe we would have warned it differently," Erdogan told France 24 television.
He also said that Russian President Vladimir Putin had not answered his call after Tuesday's incident that has seriously damaged ties between two rival players in the Syrian conflict.
"I called Mr Putin but until now he never answered my call," he said.
Turkey's military said the Su-24 bomber was shot down by two of its F-16s after it violated Turkish airspace 10 times within a five-minute period on Tuesday.
Also Read
Tuesday's incident prompted a tough response from Moscow, a major trade partner and Turkey's largest energy supplier.
Putin has branded the act as a "stab in the back" by "accomplices of terrorists."
But Erdogan denied Ankara was collaborating with the Islamic State and again denied claims that Turkey had bought any oil from the Islamic State group.
"Of course they are lies, they are slander," Erdogan told France 24.
"We have never, never had this kind of commercial relationship with any terror organisation. They have to prove it, and if they can, Tayyip Erdogan will leave office."
Several hundred young activists on Wednesday hurled stones and eggs at the mission and broke several windows.
The foreign ministry said it wanted to express discontent over the "unacceptable" protest as well as a series of incidents against Turkish companies in Russia.
"We are dismayed that our representatives in Russia and Turkish companies are victims of physical attacks carried out under the pretext of protests," the ministry said in a statement.