The Reservoir Dogs star is one of a number of celebrity competitors taking part in the challenge, which will see 120 supercars driven across the world.
The event kicked off on Saturday (01May10) in London, but Madsen was out of the contest just hours after the flag went up after the car he was travelling in was stopped by police officers in Belgium.
The actor, who was not driving the Aston Martin car at the time, has now flown to the U.S. where he hopes to rejoin the rally when it reaches America later this week (beg03May10).
A spokeswoman for the Gumball 3000 Rally tells the Press Association, “Michael was unlucky to be a passenger of a car that was stopped by police for speeding. He didn’t know how long the driver would be with the police, so he decided to go straight to the U.S. and will meet the rally when they arrive in the States later this week.”