Madsen was born in Chicago, Illinois, the son of Elaine (née Melson), an Emmy-winning poet, television producer, and playwright who often works for PBS, and Calvin Madsen, a firefighter. Madsen’s mother left a career in corporate business to pursue a writing career. Madsen’s paternal grandparents were Danish and his mother has Irish and Native American ancestry. His sister is actress Virginia Madsen, and he also has an older sister, Cheri.
Madsen’s acting career began at the Steppenwolf Theatre Company in Chicago, where he served as an apprentice under actor John Malkovich.
In 1982, Madsen was cast by Edward McDougal for the lead in a small independent film, Against All Hope, his first movie. He then played a small role in the studio picture WarGames in 1983. That same year, he appeared in a small cameo bit part in the 1983 television movie Special Bulletin. Soon after, Madsen was cast as a psychopathic gunman who took Mary Beth hostage in the Cagney and Lacey episode “Heat”… read more