The Hall of Famer will be training the national basketball team for an exhibition game against 12 former NBA players in honor of Kim's birthday. The North Korea leader has also asked Rodman to train the country's basketball team for the 2016 Olympics.
Rodman says he hopes the Jan. 8 game will help facilitate a dialogue between the U.S. government and North Korea.
"I can't control what they do with their government, I can't control what they say or how they do things here," said Rodman. "I'm just trying to come here as a sports figure and try to hope I can open the door for a lot of people in the country."
Rodman says he is proud to call North Korea's autocratic leader, Kim Jung Un, a friend.
"I'm very proud to say he's my friend, because he hasn't done anything to put a damper, to say any negative things about my country," said Rodman.
The unusual relationship between Rodman and Kim has grown with what Rodman calls "basketball diplomacy."
"North Korea has given me the opportunity to bring these players over here, so people can actually see, so these players can actually see, that this country is actually not as bad as people project it to be in the media," said Rodman.
This is Rodman's third trip to the country. He traveled to the secretive state for the first time in February with the Harlem Globetrotters for an HBO series produced by New York-based VICE television.
His third visit comes at a tense time, after the recent execution of Kim's uncle, Jang Song Thaek, in a dramatic political purge.
Rodman has been criticized for his growing friendship with Kim, who is known for human rights violations and has threatened to launch nuclear missile attacks on America.
The basketball legend has always insisted Kim is a good person who wants to have better relations with the U.S.
The State Department has distanced itself from Rodman's latest round of "basketball diplomacy."
"What we focus on is not an ex-NBA player from however many years ago who decides to take a trip to North Korea, it's on what the North Korean government is doing on its brutality, on its continued violation of international obligations. That's what were focused on here, not what Dennis Rodman is or isn't doing," said Maria Harf, a spokeswoman for the U.S. State Department.
Harf, however, did not rule out the idea of speaking to Rodman upon his return.
The Associated Press contributed to this report.