Rodman was surrounded by journalists when he arrived at Beijing's airport to catch a flight for the North Korean capital, which he said he was visiting as a private citizen.
"I'm just trying to open the door," Rodman told reporters, wearing sunglasses and a dark shirt and baseball cap with the logo of his trip's sponsor, a crypto-currency provider for the legal marijuana industry.
"My purpose is to actually to see if I can keep bringing sports to North Korea, so that’s the main thing," said Rodman, who wore his familiar facial piercings and was escorted through customs and immigration by two handlers.
Rodman, 56, arrived in Pyongyang later on Tuesday for a five-day visit, received by North Korean officials at Pyongyang's airport, China's Xinhua news agency reported from the North Korean capital.
Rodman said in a tweet ahead of his trip: “I’m back! Thanks to my sponsor www.potcoin.com," adding that he would “discuss my mission upon my return to the USA.”
Tensions have escalated on the Korean peninsula over North Korea's nuclear and missile tests and its vow to develop a nuclear-tipped missile capable of hitting the U.S. mainland, presenting U.S. President Donald Trump with perhaps his most pressing security worry.
Before Trump became president, Rodman appeared twice on his "Celebrity Apprentice" show and praised the billionaire real estate developer on Twitter during last year's election campaign.
"I am pretty much sure that he is happy with the fact that I am over here trying to accomplish something that we both need," Rodman said, when asked on Tuesday if he had spoken with Trump.
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U.S. Undersecretary of State Thomas Shannon, speaking with reporters in Tokyo after meeting with Prime Minister Shinzo Abe's top national security adviser, said Rodman was travelling as a private citizen.
"We are aware of his visit. We wish him well. But we have issued travel warnings to Americans and suggested they not travel to North Korea for their own safety," he said.
Four Americans are being held in North Korea, including 22-year-old student Otto Warmbier, who was detained in January 2016 and sentenced to 15 years' hard labour for attempting to steal a propaganda banner.
Rodman's North Korea visits over the years have fuelled speculation that he could somehow facilitate a diplomatic breakthrough between Pyongyang and Washington.
"Hopefully, there will be some positive results. However, we must have realistic expectations, and if the DPRK (North Korea) and U.S. governments wish to communicate or send messages, there are channels to do that," said Daniel Pinkston, a Troy University lecturer and expert on the Koreas, based in Seoul.
The flamboyant Rodman, who has called Kim "an awesome kid," said in an interview with CNN in 2014 that his travels to North Korea would help "open the door" to the isolated nation.
The unpredictable Trump has offered mixed messages to Kim Jong Un, saying he would be "honored" to meet him under the right conditions and once describing the young leader as "a pretty smart cookie."
But Trump has also called Kim a "madman with nuclear weapons" who could not be let on the loose.
Rodman has faced ridicule and criticism for his trips to North Korea, which some U.S. politicians and activists view as serving only as fodder for North Korean propaganda.
Rodman's earlier visits to North Korea included a basketball game that he organised, an event chronicled in the documentary film "Big Bang in Pyongyang," which featured Rodman singing "Happy Birthday" to Kim, as well as scenes of inebriated and erratic behaviour by the basketball Hall of Famer.
Rodman, nicknamed "The Worm" during his playing career and known for his tattoos, body piercings and multicoloured hair, is considered one of the best defensive players and rebounders in NBA history.
He won five league championships with the Detroit Pistons and Chicago Bulls.
(Additional reporting by Eric Beech, David Brunnstrom and Steve Holland in Washington; Eric M. Johnson in Seattle; Kiyoshi Takenaka in Tokyo; and Ju-min Park and Se Young Lee in Seoul; Editing by Tony Munroe and Bill Tarrant)
