Madsen was married and subsequently divorced before the 2017 incident. Details surrounding his marriage and the reasons for the divorce are not widely publicized, though reported as acrimonious. The divorce became final only shortly before the death of Kim Wall.

Madsen cultivated relationships with numerous collaborators and volunteers in his various projects. These relationships were often described as intense and demanding, with Madsen exhibiting a strong leadership style that sometimes led to conflicts. His charisma enabled him to attract talented individuals to his projects, but his personality also caused friction and disagreements. Many former coworkers reported being impressed by his technical expertise but also mentioned experiencing difficult or erratic behavior.