Before landing in Pyongyang, Rodman said meeting “my friend Kim”, who is a basketball fan, was part of his “basketball diplomacy tour”.
He told reporters he would not be discussing the case of jailed Korean-American Kenneth Bae with Mr Kim.
Last week, the North revoked a trip by a US envoy seeking Mr Bae’s release.
Rodman, a former NBA star, spent time with Mr Kim in March while filming a documentary with a US media company.
He visited with members of the Harlem Globetrotters team, who played a game with members of North Korea’s Dream Team.
Rodman remains the most high-profile American to meet Mr Kim since the leader took over after his father died in 2011.
‘Friendly gesture’
On his way from Beijing, China, to Pyongyang on Tuesday, Rodman told reporters: “I just want to meet my friend Kim, the marshal, and start a basketball league over there.
“I have not been promised anything. I am just going there as a friendly gesture.”
Asked if he was going to discuss the jailed American, he said: “I’m not going to talk about that.”
Last week, North Korea revoked an invitation for Robert King, the US special envoy for North Korean rights, to visit Pyongyang.
Mr King was expected to appeal for the release of 45-year-old Kenneth Bae, who was sentenced to 15 years’ hard labour in May, on humanitarian grounds.
North Korea said Mr Bae, described as both a Christian missionary and tour operator, used his tourism business to plot sedition.
Mr Bae (known in North Korea as Pae Jun-ho) was arrested in November 2012 as he entered the north-eastern port city of Rason, a special economic zone near North Korea’s border with China.
His trial and conviction came at a time of high tension between the US and North Korea, in the wake of the communist state’s third nuclear test.