Career
He was most recently head coach of Skive IK. In his active career, Madsen played for Danish Superliga clubs Football Club Midtjylland and Odense BK, winning the 2002 Danish Cup with Odense. Madsen made his Superliga debut with Odense BK in July 1999, and spent three seasons with the club, winning the 2002 Danish Cup. Madsen spent seven seasons with FCM, scoring eight goals in 126 Superliga games for the club
Known for a good technique, he suffered from an increasing number of injuries, and decided to end his career in January 2010.
He went on to coach second-tier club Skive IK, with former FCM teammate Michael Hansen as manager. On June 24, 2013 got promoted and was assigned lead manager of Skive IK, as the club got relegated and the former manager left the club, leaving the manager seat empty.
On 5 March 2014 he resigned as manager of Skive due to personal reasons. 2002 Danish Cup.