WATCH: Dennis Rodman Talks the Pope, Kim Jong Un on Jay Leno

And he's not done globe-trotting yet!

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In the last month, ex-NBA star Dennis Rodman has toured North Korea with its “supreme leader” Kim Jong Un and toured Rome in a mock-up of the “popemobile” while campaigning for a black pope. And Tuesday night, Jay Leno asked Rodman the question on the minds of millions of people: why?

(MORE: Muhammad Ali in Pyongyang: A Little Less Love than Rodman)

“People say ‘wow,’ why did you do that?” said Rodman, who was sporting a navy Lacoste tee, light blue track pants and black jacket with a pink fur collar. But instead of answering his own question, he just shrugged.

He did go on to describe a lavish dinner at Kim Jong Un’s palace that included thirteen girls and a band that played the themes from Dallas and Rocky all night long.

Recapping his Roman holiday, Rodman said he “almost” met the Pope, but Leno was more interested in how he got a popemobile.

“Did you jack his car?” Leno cried out.

Rodman shook his head and laughed him off: “Oh, it was just, you know, whatever.”

But the former basketball player is not done globetrotting yet. He told Leno he is heading to Bulgaria next week. If that’s true, it will not be his first time in the country. He went there in April 2012 to take part in country’s all-star basketball game.

MORE: 5 Things We Hope Dennis Rodman Learned About North Korea

MORE: Dennis Rodman May Not Know Which Korea He’s In

Part I of Rodman’s interview on The Tonight Show:

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Part II:

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