Rodman, who appeared on Trump's reality TV show in 2009 and again in 2013, went on to endorse Trump's candidacy in 2015. Rodman, who's one of the only Americans to meet leader Kim Jong Un, is set to visit North Korea at a time when tensions are high between the communist country and the U.S. Rodman has visited the country at least four times, with three of the visits taking place between 2013 and 2014.
It is not clear if the Rodman trip is part of that effort or not.
Rodman said the issue of several Americans currently detained by North Korea is "not my goal right now".
But according to associates of Rodman, he discussed his trips to North Korea with Trump before the businessman was elected president. Rodman said on Twitter as he arrived.
During the 2014 visit he led a team of retired American players in a basketball game to celebrate Kim Jong Un's birthday.
Rodman, who is known as much for his piercings, ever-changing hair colours and off-court antics as his court skills, has developed an unlikely relationship with the North Korean leader since making his first trip there in 2013.
Rodman has traveled to North Korea before, though he has been criticized for comments he made on previous trips. Thousands of US troops are based in South Korea, and the Demilitarized Zone between the North and South is one of the most heavily fortified borders in the world. Another regular member of Rodman's entourage, Columbia University geneticist Joe Terwilliger, was also on the trip.
Rodman was spotted by reporters at Beijing International Airport, China but refused to respond to questions put to him.
The latest visit on Tuesday would be the fifth by Rodman to the secretive country.
Rodman said earlier in a tweet: "I'm back!"
University of Virginia student Otto Warmbier has been held in North Korea for 15 months, and hasn't even been seen since March past year, for trying to steal a propaganda poster while on a trip to the state. "I love the people of North Korea!".
It is not clear whether Rodman, who once dated Madonna and was married to model and actress Carmen Electra, will be meeting Kim Jong-Un during the trip or what its exact goal is.
Wearing sunglasses and a black T-shirt advertising a marijuana cybercurrency, Rodman passed through immigration on Tuesday at Beijing Airport, from where he was expected to fly to the North Korean capital Pyongyang.