Asked if he would talk to North Korean leader Kim Jong Un about several Americans detained there, he said "that's not my objective right now". However, he does not plan to discuss detained Americans at the time, he added.
Surrounded by media at Beijing airport, Rodman didn't respond to CNN's questions about whether he would be meeting Kim during this trip, and wouldn't say if he was delivering a message from the US President to Pyongyang.
The former basketball star has travelled to North Korea for a secret project.
It is unclear whether North Korean officials have clarified how Warmbier entered a coma in the first place. "They've been looking at ways to do that", Pinkston said.
Dennis Rodman is a sportsman and had always justified his visits and the interaction that he has with Kim.
Americans are regarded as enemies in North Korea because the two countries never signed a peace treaty to formally end the 1950-53 Korean War.
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Rodman is being accompanied by a small entourage: his agent, Chris Volo, and Joe Terwilliger, a geneticist who has taught in Pyongyang and who has said he serves as Rodman's translator.
Rodman told reporters in China that he is trying to get sports into the country. "Rodman would be arriving in Pyongyang at a time of heightened tension between Washington and Pyongyang, which is now detaining four Americans".
"This visit will be judged not by who he takes with him but by who, if anyone, he brings back", said Scott Snyder, a Korea expert at the Council on Foreign Relations.
Warmbier, 22, was freed more than a year after a North Korean court sentenced him to 15 years in prison and hard labor. The student was evacuated via a US military base in Sapporo, Japan, the newspaper said.
The former basketball star was also accused of ignoring North Korea's human rights record.
Previous detainees have been released after visits from high-profile Americans, including former presidents Jimmy Carter and Bill Clinton.
"Otto has left North Korea. Thank God", they told CNN.
The NBA hall of famer has visited the country at least four times, and in one of his visits he even sang "Happy Birthday" to the North Korean leader, whom he calls a friend. The trip was captured in the documentary "Big Bang in Pyongyang". In particular, Kim Jong Un is said to have an interest in the Chicago Bulls team that Rodman played on in the late 1990's.
The White House says a USA envoy met with North Korean foreign ministry representatives in Norway last month as part of efforts to win freedom for Americans held by Pyongyang.
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