"I'm like a controversial person. I love it," he said.
"[But] I don't need to be on TV. I'm too damn famous for this.
"I'm not trying to sound cocky. My god? What am I getting out of this?
"I'm going over there out of the kindness of my heart just to try to help.
"And, next thing you know, come back, wow. What I do that's so bad?"
At this point in the interview, Rodman breaks down in tears and is consoled by his agent Chris Volo.
Mr Volo told the program that Rodman's visit to North Korea was what pushed the country to release Mr Warmbier.
"I know being there had something to do with it because I was organising the trip and I met with the delegates here," he said.
"I addressed Otto Warmbier and I said to them we would need some type of good faith if we're ever going to do some type of future sports relations.
"Before we went, I asked on behalf of Dennis for his release three times and they said they understood ... There's no doubt in my mind that these trips and me asking on his behalf had a lot to do with it."
Mr Volo said Rodman may be able to also encourage the release of the other three detained US citizens in future visits.
"If we can get more trips going over there, I think anything's possible," he said.
Rodman, who has visited North Korea multiple times, defended his friendship with the controversial leader.
"I don't look at the political side about him; I look at the friendship about him," Rodman told GMA.
"People don't see [Kim] as a friendly guy but, if you actually talk to him ... we always talk, we sing karaoke, ride horses, everything."
Rodman didn't meet with Mr Kim on his most recent trip, which he said was more about promoting sport than about politics.
"We've seen a lot of changes," he said of the country.
"The fact that it is so modernised now. When you go over there and hear the radio and people talking, they're so happy now because it's more civilised for them.
"People don't see the good side about the country."
Rodman said US President Donald Trump would "give his right arm" to fix the problems with North Korea.
"I would put my life on this: If Donald Trump had a chance he would get on the damn plane and go over there and shake his hand and try to make peace."
Despite the backlash he has received, Rodman said he thought his trips were "worth it".
