The news network, which has its headquarters in Atlanta, said a source it identified only as someone close to Rodman said he entered the unidentified center Wednesday. CNN said it was unclear how long his stay would be.
Rodman, 52, who starred for the Detroit Pistons and Chicago Bulls led a team of former NBA players to communist North Korea, led by Kim Jong Un.
Rodman found himself on the hot seat when he intimated Kenneth Bae, an American being held in North Korea without charge, may have done something to warrant his sentence of 15 years at hard labor.
Rodman has touted his friendship with Kim, who recently had one of his uncles executed.