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.

Madsen co-founded Copenhagen Suborbitals with Kristian von Bengtson, another engineer, with the ambitious goal of sending a person into suborbital space using amateur-built rockets. This project further propelled Madsen into the public eye, showcasing his passion for space exploration and his ability to attract collaborators and funding for audacious projects. Disagreements with Bengtson would eventually lead to their split.

After leaving Copenhagen Suborbitals, Madsen founded his own company, RML Spacelab ApS. This marked a transition from the non-profit model to a for-profit venture, indicating his continued pursuit of space-related projects and a potential shift towards commercial applications of his engineering skills. He continued development on submarine and rocket projects, including the UC3 Nautilus.

Swedish journalist Kim Wall boarded Madsen's UC3 Nautilus submarine to conduct an interview for a story. Wall was reported missing after the submarine sank later that night. This event triggered a massive search and investigation that would ultimately uncover a gruesome crime.

Madsen was rescued from the sinking submarine and initially arrested on suspicion of involuntary manslaughter. His initial statements were inconsistent, claiming that he had dropped Wall off on land before the submarine sank and later suggesting her death was an accident onboard the submarine. He kept changing his story, which fueled the investigation.

Divers recovered dismembered parts of Kim Wall's body from the sea, and forensic examination revealed evidence of torture and sexual assault. Technical examinations of the submarine also uncovered traces of Wall's blood and other incriminating evidence, significantly strengthening the case against Madsen. The evidence directly contradicted his accounts.

Peter Madsen was found guilty of premeditated murder, aggravated sexual assault, and indecent handling of a corpse. He was sentenced to life imprisonment, the maximum penalty in Denmark. The trial was highly publicized, and the verdict marked the end of a lengthy and complex legal process.

Madsen appealed his conviction, but the Danish High Court upheld the original verdict of life imprisonment. This reinforced the court's determination that Madsen had intentionally killed Kim Wall and that his actions warranted the most severe punishment under Danish law.

Madsen briefly escaped from Herstedvester Prison near Copenhagen. He was quickly apprehended by police. This event further solidified his image as a dangerous and unpredictable individual and led to increased security measures in the prison.