Rodman was greeted at Pyongyang's airport by Son Kwang Ho, vice-chairman of North Korea's Olympic Committee. His trip comes just days after North Korea rejected a visit by a U.S. envoy who had hoped to bring home Kenneth Bae, an American missionary jailed there.
The North abruptly called off the official visit because it said the U.S. had ruined the atmosphere for talks by holding a drill over South Korea with nuclear-capable B-52 bombers.
Rodman said the purpose of his visit was to show the world that Americans can get along with North Korea.
"Just to show people around the world that we as Americans can actually get along with North Korea. I am an athlete, and I know that the marshal, he loves sports. He loves basketball, so I guess me and him have something in common," Rodman said.
Bae was arrested in November and sentenced to 15 years of hard labor for what Pyongyang described as hostile acts against the state. Rodman once asked on his Twitter account for Kim to "do me a solid" and release Bae. Kim has the power to grant special pardons under the North's constitution.
But Rodman said his role is not as a diplomat.
"I'm there to go there and just have a good time, sit with (Kim) and his family, and that's pretty much it," he said, adding that he planned to see Kim "pretty soon," perhaps later Tuesday or Wednesday. Rodman is being hosted in North Korea by the Ministry of Physical Culture and Sport, which has not confirmed if or when Rodman will meet Kim Jong Un.
Rodman first met Kim during a visit in February to promote basketball and make a film. U.S. officials frowned on the trip for giving the young leader a propaganda boost.
In the weeks that followed, after U.N. sanctions imposed in early March over Pyongyang's February nuclear test, North Korea threatened Washington and Seoul with nuclear and missile strikes and shut down an inter-Korean factory in the North.
Rodman, however, suggested "basketball diplomacy" could warm relations and said that Kim wanted President Barack Obama to pick up the phone and call him. He has called Kim an "awesome guy."
The Associated Press contributed to this report.