Peter Langkjær Madsen was born in Kalundborg, Denmark. His childhood was reportedly marked by a challenging family environment and a growing fascination with machines, space, and engineering. He showed early signs of ingenuity, often experimenting with building contraptions and fueled by a unique blend of technical skill and a somewhat eccentric personality.

Madsen founded Rocket Madsen Space Lab (RML), a non-profit organization dedicated to amateur rocket development and manned spaceflight. This marked a period of intense creativity and innovation as he and a team of volunteers worked to design and build rockets and launch them in the Baltic Sea. The project garnered significant media attention and highlighted Madsen's ambition and engineering capabilities.