Dennis Rodman, aka Kim Jong Un’s “friend for life,” got into hot water last week at an Equinox Fitness steam room. Sources tell Page Six the former NBA star and his entourage were spotted at the posh gym in Aventura, Fla., and when they headed into the men’s steam room, a female gym member decided to join them. But the shvitzy co-ed party didn’t last too long. Minutes later, a manager came by and demanded to know whether “there’s a woman in there.” Rodman exclaimed, “Not my woman!” — and the group, including the mystery lady, all burst out laughing. The manager wasn’t amused and wouldn’t let the woman hang with the guys. She was swiftly given a robe and told she could use another, gender-appropriate steam room. Rodman has been reportedly dating singer Cara Quici and hosted a recent party for her to celebrate her new song at The DL lounge on the Lower East Side, where they made out on the red carpet. Through his rep, Rodman said of the steamy situation, “That’s not the way it happened, but your version is much funnier.”