If you were curious whether or not America's primary international intelligence organization asked a rather unstable former athlete to conduct a surveillance mission inside one of the most dangerous countries on Earth, we have bad news for you: It is slightly possible that they did.
Slightly. In response to a Freedom of Information Act request filed by MuckRock, the CIA — in classic CIA fashion — would "neither confirm nor deny the existence or nonexistence of records responsive to your request." The request was for records "pertaining to any Central Intelligence Agency relationship to, or interest with, former NBA basketball player Dennis Keith Rodman, aka 'The Worm.'" (I am very amused by MuckRock's — probably tongue-in-cheek? — inclusion of Rodman's nickname. You know, in case the CIA used it as a cover name, or just in case they needed just a bit more clarification on which Dennis K. Rodman was being referred to.) But if those records exist, we won't know any time soon.
The CIA being the CIA, of course, it would almost certainly say this about any person that you might inquire about. Wondering if Prince George works for the CIA? "Can't confirm or deny." Your boss? "Can't confirm or deny." Unless the person's role or relationship with the Agency is declassified, it is not going to answer the question of whether or not a relationship exists for obvious reasons. Otherwise, the Russians or whoever could just file FOIA requests on everyone in the world and wait for the CIA to guiltily admit who its secret agents are.