"It's not an excuse but by the time the interview happened I was upset. I was overwhelmed."
Mr Bae's sister had condemned his comments and suggested that they had jeopardised efforts to release her brother.
Terri Chung said on Wednesday her 45-year-old brother's family were in disbelief when Mr Rodman refused to discuss Mr Bae's case with North Korean leaders, and were then appalled by his comments.
"Clearly, he's uninformed and doesn't know anything about Kenneth or his detainment. I don't think he has any authority to speak or pass judgment on Kenneth, certainly," Chung said.
"He made it clear he doesn't want to help. My concern is he's hurting the cause. He doesn't know what he's talking about."
Mr Bae was arrested for alleged crimes against the state in November 2012, while leading a tour group in the country. His sister suspects that Mr Bae was detained for being a Christian.
He was sentenced to 15 year hard labour, but was moved to a hospital last summer due to poor health.
Mr Rodman is currently in the country to celebrate North Korean leader Kim Jong Un's birthday in Pyongyang, where he and other retired NBA players played an exhibition game on Wednesday. Ahead of the game, Mr Rodman told the capacity crowd of about 14,000 that: "This is for his birthday, this is his gift. This is his gift, from me, from me, from the world.
"I love the guy, the guy is my friend, forever and ever and ever," he added, before singing happy birthday to the leader.
- UK Independent