Rodman and the others were in Beijing, awaiting a flight to the North Korean capital, CNN reported.
The controversial game is scheduled Wednesday, when Kim is believed to turn 31.
Rodman and his teammates told CNN the main purpose of the trip was sports, not politics.
"I'm going to try and interact with him [Kim] on that point of love for sports. He loves sports. I like the guy and he's an awesome guy to me," Rodman said. "One thing is about showing people we can actually get along. Let's get along as human beings, not politicians."
Rodman's agent, Darren Prince, told CNN Sunday the U.S. team includes Kenny Anderson, Cliff Robinson, Vin Baker, Craig Hodges, Doug Christie and Charles D. Smith and said three more former NBA players would be added.
The Americans are to play against the North Korean Senior National Team in the exhibition game.
It will be Rodman's fourth trip to North Korea, part of an effort he has described as "basketball diplomacy."
The U.S. State Department said it is not involved in Rodman's visits to the isolated country and that attention should be focused on the brutality of Kim's regime, which recently announcing the purge and execution of the leader's once-powerful uncle. The execution of Jang Song Thaek sparked such an international outcry that Paddy Power, the online betting company that had supported Rodman's project, withdrew its association with the event, CNN said.