2004-05: A native of Denmark, Madsen played in Sweden with the J20 team of Frölunda where he had 21 points on seven goals and 14 assists in 32 games. Played in both the U18 and U20 World Junior Championships for Denmark and had two goals and two assists in each tournament. Drafted by the Wild in the fourth round, 122nd overall.
2005-06: Scored 42 points on 10 goals and 32 assists with Frölunda in the Swedish J20 league. Also played a handful of games on Frölunda’s Swedish Elite League team. Played for Denmark at both the U20 World Junior Championships and the IIHF World Championships.
2006-07: Tied for team scoring lead on the Victoriaville Tigres (QMJHL) with 100 points on 32 goals and 68 assists. He was fifth in the QMJHL in assists and eighth in points for the season.
2007-08: Madsen struggled to adjust to the AHL, scoring only three goals to go with 17 assists in 50 games. He was sent down to the ECHL for five games mid-season.
2009-10: Participated in Traverse City Tournament with the Wild.