The actor's representatives have played down tabloid reports suggesting Madsen had been held at the Royal Cornwall Hospital in England under the county's mental health act after he was found unconscious at the entrance of a hotel.
British newspaper The Sun reported that medics at the hospital registered him as a "high-risk" patient and placed him under "suicide watch".
But a source close to the star insists he was never held against his will and the suicide watch claims are ridiculous.
And now Madsen is back in Los Angeles, preparing to play one of the leads in a new John Sjogren movie. The filmmaker actually suggested Madsen for the role in Sweet Sixteen, a movie about two teenage female serial killers.