Rodman entered the undisclosed rehab centre on Wednesday and it is not clear how long he intends to remain there, CNN said.
The 52-year-old apologized earlier this month upon his return from his latest visit to secretive North Korea for saying a fellow American imprisoned there may have caused his own fate. Rodman blamed alcohol for his comments.
Rodman took a team of former National Basketball Association players to North Korea for his most recent visit and sang "Happy Birthday" to leader Kim Jong-Un inside a packed sports arena.
The former NBA star was widely criticized for refusing to bring up human rights abuses or the plight of detained US missionary Kenneth Bae during his latest week-long visit.
Rodman had said he planned to return to North Korea next month.
Rodman has developed an unlikely friendship with the young North Korean leader since making his first trip there last February, when he declared Kim a "friend for life."
Kim, who was educated in Switzerland, is reported to be a huge fan of basketball and especially of the Chicago Bulls, with whom Rodman won three NBA titles alongside Michael Jordan in the 1990s.
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