After his playing days ended in the 1994 season, Madsen returned to Eastern Utah as an assistant coach. After two seasons, he was elevated to the top post. In his seven seasons guiding the Golden Eagles, he coached Future MLB pitcher Willie Eyre. After completing his degree at Bellevue University, Madsen became an assistant at Utah Valley, his first four-year coaching position. During his five seasons as a Wolverines assistant, he coached several Future professionals, including Kam Mickolio, the first Utah Valley product to reach MLB. In 2009, Madsen became head coach and guided the Wolverines through the final stages of their upgrade to Division I, which was completed in 2010. The Wolverines won the first three Great West Conference regular season and Tournament championships, including a 28–0 regular season in 2012. In that same season, the Wolverines were nationally ranked for the first time in school history, held the nation's longest winning streak at 32 games, led the nation in several offensive categories, and recorded the most wins in Division I prior to the NCAA Tournament. Despite this resume, the Wolverines were not invited to compete in the tournament. In 2014, Madsen guided the Wolverines into the Western Athletic Conference.
