It marked North Korea's first official reaction to Warmbier's death on Monday.
Last week, State Department spokeswoman Heather Nauert denied that Rodman had anything to do with Warmbier's release, and when asked about his visit said, "We strongly, strongly suggest Americans not travel to North Korea".
His family accused North Korea of "awful torturous treatment", while US President Donald Trump described Mr Warmbier as the "latest victim" of North Korean brutality.
Otto Frederick Warmbier was an American university student who, while visiting North Korea as a tourist in January 2016, was arrested and sentenced to 15 years of hard labor after being accused of stealing a propaganda poster from his hotel lobby.
When Warmbier was still in coma, his father said there was no excuse for how his son had been treated in North Korea.
The University of Virginia student was detained for almost 17 months after his arrest, allegedly for stealing a propaganda poster while touring the reclusive nation.
Warmbier died Monday after his June 13 return to his home state of OH, where doctors at the University of Cincinnati Medical Center treated him.
"He should have been brought home a long time ago", Trump said.
Thousands of friends and family members gathered at Wyoming High School in suburban Cincinnati on Thursday for a memorial service for Warmbier, who graduated from the school as salutatorian in 2013.
Otto died because of severe brain damage.
The spokesman said that Warmbier was provided with proper medical treatment, and questioned why he died so soon after returning to the US.
Later in the interview, Rodman said that he's seen changes in the isolated nation.
"They said they understood, that was all that was said in that meeting", Volo said. But U.S. doctors said they found no evidence of the illness.
Warmbier was buried yesterday in OH, less than a week after he was sent back home in a mysterious coma.
A separate KCNA article published hours earlier criticised South Korea for using Warmbier's case to seek the release of other detainees, including six South Korean citizens. "People are so happy now because it is more like it's civilized again, " he said.
Two of them, Kim Hak-song and Kim Sang-dok, were taken into custody earlier this year.
"What am I getting out of this?"