Before Kim Jong-un met Dennis Rodman in North Korea -- he reached out to Michael Jordan, but got shot down by His Airness ... this according to Rodman himself.
The Worm appeared on "TMZ Live" and said the first time he met Kim Jong-un was in 2013 on a basketball trip with the Harlem Globetrotters.
During the trip, Rodman says Kim Jong-un's people invited him to meet with the North Korean leader and they hit it off ... and became friends.