The Napoli-bound forward reportedly paid around $600 to receive a message from Rodman, who won three straight NBA titles with the Bulls playing alongside Michael Jordan and Scottie Pippen between 1996 and 1998.
Rodman's success with one of the world's most famous sporting dynasties was the focus of the recent ESPN and Netflix docuseries 'The Last Dance', which may have been the prompt for Petagna to request a video.
So, there might have been a bit of a surprise when he was addressed as "honey" and told he may one day come up against Rodman's daughter Trinity on the pitch.
"Andrea, isn't it amazing?" Rodman said in the clip, which Petagna posted on Instagram alongside the caption 'I hope to meet you soon [Trinity Rodman], Keep going'.
"Dennis Rodman is calling you. Andrea, 'The Bulldozer', what does that mean? It means that you score a lot.
"But I've got something for you right now, Andrea. I got a daughter named Trinity Rodman, she's the number one soccer player in the world right now.
"Come on, man. Look her up! One of these days you're going to face her and one of these days you're going to text me back and say, 'Dennis you know what? You're right, she's good, just like me. She's a bulldozer, but she's a Rodman'.
"Either way, honey, your friends really love you. Respect, respect, respect. Keep doing what you're doing."
Petagna later added to his Instagram story to show he had received a "Hey bro!!" from Rodman, who also won two NBA titles with the Detroit Pistons in 1989 and 1990.
One-cap Italy international Petagna agreed to join Napoli in January but is staying with SPAL until the end of the season. The 24-year-old has 11 goals in 25 Serie A appearances this term.