Interest appears to be growing across Europe for Madsen.
First Werder Bremen and now Scottish side Rangers have been following the progress of the 24-year-old striker.
Madsen's international team-mate Peter Lovenkrands has been behind Rangers' interest, pushing the club into making a bid for the player.
They could yet make a move after the World Cup and Madsen knows a good tournament will increase his price tag with immediate effect.
He has been compared to another Rangers star, Michael Mols, and is a handful for opposition defenders with his speed and ease of running.