- Acted briefly at the Steppenwolf Theatre in Chicago, which was the breeding ground for significant acting talents such as John Malkovich and Gary Sinise.
- Worked as an auto mechanic, gas-station attendant, hospital orderly, house painter and cook before breaking into acting.
- Has authored multiple poetry books, including Burning in Paradise (which has a foreword by Dennis Hopper) and 46 Down, as well as a photography-poetry book, Signs of Life.
- Slated to play the role of Vincent Vega in Pulp Fiction but had to turn it down because he was still working on Wyatt Earp.
- Has cited Robert Mitchum and Burt Lancaster as major acting influences.
- His children's godfathers include Harvey Keitel, Tom Sizemore, Elias Koteas and Quentin Tarantino.
- Received an Indie Icon award at the 2011 Las Vegas Film Festival.
- 2006, Critics' Choice Awards — Best Acting Ensemble: Nominee
- Cheryl Madsen — Sister
- Hudson Lee Madsen — Son
- Luke Ray Madsen — Son
- Virginia Madsen — Sister
- Elaine Madsen — Mother
- Jeannine Bisignano — Ex-wife
- Cal Madsen — Father
- Dakota — Stepson
- De Anna Madsen — Wife
- Christian Madsen — Son
- Calvin Michael Madsen — Son
- Max Madsen — Son
- Georganne LaPiere — Ex-wife
- Birth Name: Michael Soren Madsen
- Birth Place: Chicago, Illinois, United States
- Profession: Actor
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