Rodman told "Tucker Carlson Tonight" Thursday that politics and sports should be kept separate.
"I just look at it -- I think the NBA is a great sport around the world," he said. "NBA players have an obligation to do one thing -- it's to play sports. I think when you put politics with sports, it doesn't mix."
The 58-year-old former power forward, who played for the Chicago Bulls, San Antonio Spurs and Detroit Pistons, told host Tucker Carlson athletes often are not well-informed on politics.
"I think that the fact when you put politics and sports [together], it seems to have a different twist on the sports world," he said. "I think that you just got to understand that we don't know too much about politics and I don't want to know too much about politics."
Carlson asked Rodman about the controversy surrounding Los Angeles Lakers star LeBron James, who criticized a tweet by Houston Rockets general manager Daryl Morey that expressed support for the Hong Kong demonstrators.
The former NBA star called the situation "difficult," but described James as a very smart man who has done good charitable works.
Rodman, who has traveled to North Korea to visit with that country's dictator leader Kim Jong Un -- who he considers a friend -- said many people in Asian countries love Americans and love American sports like basketball.
"Basketball is a very universal sport," he said.
"We're not politicians," said James, perhaps the league's most recognizable player.
The Los Angeles Times quoted James as saying that he didn’t “have a reaction” to the protests in Hong Kong and was only criticizing Morey's statement.
Fox News' Edmund DeMarche contributed to this report.