Where is the sutta that mentions the Five Niyamas? I am trying to find Buddha's word about Five Niyamas in Sutta. Or does it exist only in commentaries?
They are not the Buddha's words, I don't think. They are enumerated and defined in the Dhammasaṅgaṇī-aṭṭhakathā (Cittuppādakaṇḍo, Abyākatapadaṃ, Ahetukakusalavipāko, Vipākuddhārakathā):

Imasmiṃ pana ṭhāne pañcavidhaṃ niyāmaṃ nāma gaṇhiṃsu – bījaniyāmaṃ utuniyāmaṃ kammaniyāmaṃ dhammaniyāmaṃ cittaniyāmanti. Tattha kulatthagacchassa uttaraggabhāvo, dakkhiṇavalliyā dakkhiṇato rukkhapariharaṇaṃ, sūriyāvaṭṭapupphānaṃ sūriyābhimukhabhāvo, māluvalatāya rukkhābhimukhagamanameva, nāḷikerassa matthake chiddasabbhāvoti tesaṃ tesaṃ bījānaṃ taṃtaṃsadisaphaladānaṃ bījaniyāmo nāma. Tasmiṃ tasmiṃ samaye tesaṃ tesaṃ rukkhānaṃ ekappahāreneva pupphaphalapallavaggahaṇaṃ utuniyāmo nāma. Tihetukakammaṃ tihetukaduhetukāhetukavipākaṃ deti. Duhetukakammaṃ duhetukāhetukavipākaṃ deti, tihetukaṃ na detīti, evaṃ tassa tassa kammassa taṃtaṃsadisavipākadānameva kammaniyāmo nāma.
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Bodhisattānaṃ pana paṭisandhiggahaṇe, mātukucchito nikkhamane, abhisambodhiyaṃ tathāgatassa dhammacakkappavattane, āyusaṅkhārassa ossajjane, parinibbāne ca dasasahassacakkavāḷakampanaṃ dhammaniyāmo nāma.
Ārammaṇena pana pasāde ghaṭṭite ‘tvaṃ āvajjanaṃ nāma hohi…pe… tvaṃ javanaṃ nāma hohī’ti koci kattā vā kāretā vā natthi, attano attano pana dhammatāya eva ārammaṇena pasādassa ghaṭṭitakālato paṭṭhāya kiriyamanodhātucittaṃ bhavaṅgaṃ āvaṭṭeti, cakkhuviññāṇaṃ dassanakiccaṃ sādheti, vipākamanodhātu sampaṭicchanakiccaṃ sādheti, vipākamanoviññāṇadhātu santīraṇakiccaṃ sādheti, kiriyamanoviññāṇadhātu voṭṭhabbanakiccaṃ sādheti, javanaṃ ārammaṇarasaṃ anubhavatīti ayaṃ cittaniyāmo nāma. Ayaṃ idha adhippeto.