"They said no," Smith said, in an interview which will appear in Sunday's magazine.
Rodman and a crew from Vice famously visited North Korea last year, and came back with footage featured in the finale of the first season of Vice's HBO show. At a preview screening of the finale last May, Smith also brought up the fact that Jordan hadn't been interested in being part of the trip.
In his more recent interview, Smith was asked about Rodman's repeated visits to North Korea since the Vice trip, and whether he felt he had "unleashed a monster."
"Rodman went for three days," Smith said. "We were there for 10 days to shoot. Have we unleashed a monster? Probably. The guy has a well-documented alcohol problem, and I hope he gets better. I mean, we knew that they loved the Bulls, but most of the Bulls didn’t want to go."