Despite earlier calling on Kim to set Bae free, Rodman said the Christian missionary's fate was none of his business.
"Guess what? That's not my job to ask about Kenneth Bae," Rodman told reporters upon arrival at the airport in China's capital, Beijing.
"Ask (President Barack) Obama about that. Ask Hillary Clinton," a visibly agitated Rodman shouted, referencing the former secretary of state.
Chomping an unlit cigar, the typically flamboyant Rodman displayed a stack of photos showing him hugging Kim, laughing and conversing with him over a meal, and the two of them watching a basketball game together.
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"He's my friend for life. I don't care what you guys think about him," Rodman said.
Wearing designer sunglasses and a stocking cap adorned with metallic spangles, Rodman quickly flashed with anger when asked about Bae, hurling obscene remarks back at reporters who quizzed him about the purpose of his trip. At one point, he had to be restrained by a member of his entourage before being bundled into a waiting car.
He said Kim had encouraged Rodman when he goes back to the United States to "say some very good, positive, and very good things about this country, that's what we talked about a lot."
North Korea's official news agency, KCNA, said in a brief report that the two had "a cordial talk," and that Kim invited Rodman back again "any time."
The report said they watched a basketball game together, and Kim hosted a dinner for the sports star.
The KCNA report did not mention Bae, an ethnic Korean US citizen who has been held in North Korea since last year. Rodman once asked on his Twitter account for Kim to "do me a solid" and release Bae.