Rodman said the issue of several Americans currently detained by North Korea is "not my objective right now".
North Korean dictator Kim Jong-un has test fired 16 ballistic missiles this year, and is detaining four Americans.
"We are aware of his visit".
Rodman added in the tweet that he would "discuss my mission upon my return to the US". Once, Rodman brought with him several other former National Basketball Association players for a couple of exhibition games to celebrate Kim's birthday.
In March, the very idea of Rodman acting as a mediator between the two world leaders was floated during a panel discussion that Rodman took part in at West Point, the Los Angeles Times reported.
It looks like Americans will continue to be confused by Rodman's travel itinerary.
Rodman has defended his travels, saying in an interview with CNN in 2014 they would help "open the door" to the reclusive state and described the North Korean leader as his "friend for life".
A senior USA official said the State Department was aware Rodman was planning to travel to North Korea, but stressed he is not there in any official capacity. He spoke on condition of anonymity because the ministry had not issued a formal statement. But the claim that marijuana is legal in North Korea is not true: The penal code lists it as a controlled substance in the same category as cocaine and heroin.