During his eyebrow-raising speech, which read like a cut scene from Team America: World Police, the former NBA star angrily defended his trip to North Korea and cosy friendship with his BFF – dictator Kim Jong Un.
Now, he has said he takes "full responsibility" for his actions, according to the Associated Press.
Rodman said the interview came at the end of a stressful day in the secretive state.
“My dream of basketball diplomacy was quickly falling apart. I had been drinking.”
The ex-NBA star also apologised to the family of Kenneth Bae, an American citizen currently detained in North Korea.
In the interview, Rodman seemed to imply Bae was to blame for his own arrest in the authoritarian state.
A rambling Rodman said: "If you understand what Kenneth Bae did... Do you understand what he did in this country? Why is he held captive in this country?"
Bae's family had reacted with fury to the former NBA star's initial comments. In a statement, the captive's sister, Terri Chung, said: "There is nothing diplomatic about his trip."
Rodman is in North Korea for the fourth time with a team of former NBA players, to play a match yesterday in celebration of Kim’s birthday.
It is almost universally accepted that North Korea has the most appalling human rights record in the world.
That didn't stop Dennis though and he was seen yesterday doing his best Marilyn Monroe impression, leading a 'rousing' version of Happy Birthday with an 'ecstatic' crowd that is clearly dressed for an afternoon courtside in their best suits.
In the CNN interview, Rodman, cigar in hand, said his trip to North Korea was good for the world and added, apparently referring to Kim: “I love my friend. This is my friend.”
But American officials aren’t convinced: The State Department kept quiet on the matter saying that they did not want to “dignify” his comments with a response.