The U.S. citizen who was held captive in North Korea for 735 days is THANKING Dennis Rodman for helping him get free ... saying The Worm was "the catalyst for my release."
It's shocking considering Rodman famously went on CNN and BACKED UP the case to keep Kenneth Bae in prison -- despite the fact Dennis (or anyone else for that matter) knew why Bae was being held in the first place.
Still, Bae -- who was released in 2014 -- broke his silence about his captivity to CNN ... and said he couldn't be more grateful to Rodman.
"If I meet him someday, I just want to say thank you for what he has done."
Bae said Rodman brought international attention to his plight -- which put pressure on North Korea to set him free.
Bae also said Rodman called his family after the famous rant and apologized. He considered it a "sincere apology."
Rodman's rep, Darren Prince, tells TMZ Sports ... "Dennis is extremely happy that something so positive came out of his trips to Korea and was very appreciate that Kenneth Bae thanked him today."
"He's hoping his 4 historic trips to North Korea eventually opens doors for peace and happiness for all."