Rodman had asked before for Kim to "do me a solid" and release the missionary in May.
Rodman did come back with something to announce, however. He is putting together a "basketball diplomacy" event involving players from the U.S. and North Korea, he said Monday.
He also had good things to say about the repressive state, calling Kim Jong Un, the country's leader, a "very good guy."
He also released the name of Kim's baby daughter in an interview with the Guardian, in which he described a "relaxing time by the sea" with Kim and his family.
Rodman, 52, said that while there he "held their baby Ju Ae and spoke with Ms. Ri," providing insight into the highly guarded personal life of the family.
Rodman's first visit to North Korea was highly criticized as photos were released of Rodman laughing and eating while watching a basketball game with Kim.
The February visit came during a period of escalating tensions between North Korea as the country threatened military strikes on the U.S. and South Korea.
Rodman continues to defend North Korea's leader, however.
"Kim is a great guy, he loves basketball, and he's interested in building trust and understanding through sport and cultural exchanges," he said.