Egon Madsen was born on the island of Fünen in Denmark. He received his dance training from Thea Jolles, Birger Bartholin and Edith Frandsen. At the age of 10 he stood on the stage for the first time as a member of the Children's Ballet of Aarhus. In 1958 he joined the Tivoli Pantomime Theater in Copenhagen where he also danced with the Skandanavian Ballet. After auditioning for the Royal Danish Ballet and being passed over, Madsen joined the Ballet of the Württembergische Staatstheater in Stuttgart in 1961, under the newly appointed director and choreographer John Cranko.
In Stuttgart, Madsen made ballet history. It was not just the many famous roles which were created there for him that elevated him into the pantheon of ballet, but also his function as one of the legendary personalities with which the previously unknown Stuttgart Ballet conquered the hearts of ballet audiences and critics around the world. For four of them: Richard Cragun, Birgit Keil, Marcia Haydée and Egon Madsen, Cranko created his symphonic Brahms-Ballet Initials R.B.M.E.. Apart from his technical and acting abilities, it was Madsen's extreme versatility which inspired many choreographers, most especially John Cranko, who created the following roles for him: Lenski in Onegin, Prince Siegfried in Swan Lake, Don José in Carmen, Gremio in The Taming of the Shrew, the Joker in Jeu de Cartes and the Youth in Poème de l'extase, a role he danced with Margot Fonteyn. Cranko also created the role of Paris for Madsen in his Romeo and Juliet, and although Madsen also went on to dance the role of Romeo, it was as Mercutio that he received the most acclaim, a role which he refers to today as one of the most important in his development as an artist. In 1965 Kenneth MacMillan created the role of the “Eternal One” for Madsen in his now world famous ballet Song of the Earth. In addition, Peter Wright created the role of Albrecht for Madsen in his staging of Giselle, which was subsequently taken into the repertoires of many companies around the world.
After Cranko's early death in 1973, Madsen went on to work with Cranko's successor, the american contemporary choreographer Glen Tetley, in whose work Madsen was able to broaden the scope of his previous abilities. After Tetley's resignation in 1976, Madsen continued to dance in Stuttgart under the directorship of Marcia Haydée. From this time date the roles created for him in MacMillan's Requiem, in John Neumeier's Hamlet and most especially the role of Armand Duval in Neumeier's Lady of the Camellias, with Haydée in the title role.
As one of the foremost dancers of his generation, Madsen appeared as a guest artist with many companies world wide, among others in London, New York and with the Royal Danish Ballet in Copenhagen.
In 1981, Madsen left the Stuttgart Ballet to take over the directorship of the Ballet in Frankfurt. In 1984 he was appointed Director of the Royal Swedish Ballet after which he served as Director of the Ballet of the Teatro Communale in Florence. After a brief time as a free lance ballet master and choreographer, he was invited back to the Stuttgart Ballet by Marcia Haydée in 1990 to serve as ballet master Shortly thereafter, he was named Assistant Director of the Stuttgart Ballet. Upon Haydée's retirement as director of the Stuttgart Ballet in 1996, Madsen joined the Leipzig Ballet as Ballet Master in Chief under the direction of the choreographer Uwe Scholz. In January 1999, Madsen, who had not appeared regularly on the stage since 1981, received an invitation to join Nederlands Dans Theater III, a newly created troupe of dancers over the age of 40. Called into existence by Madsen's former Stuttgart colleague and Director of the Nederlands Dans Theater, Jiri Kylian, NDT III was and is a unique company of mature dance artists with a tailor-made repertoire of works based on the strong personalities of its members. At the beginning of the 1999-2000 season, Madsen was appointed Artistic Director as well as dancer of NDT III and once again inspired choreographers such as Jiri Kylian, Robert Wilson, Mats Ek, Meryl Tankard and Paul Lightfoot. Dancing their works, he toured the world and, along with his colleagues, proved that dance is no longer the sole province of youth.
After seven years with NDT III, Madsen resigned his positions and is currently working as a free lance ballet master and dancer. Companies for which he has taught include the Stuttgart Ballet, Norwegian National Ballet, the Chilean National Ballet, Nederlands Dans Theater, the Compania Nacional de Danza in Madrid and the Vienna State Opera Ballet. In addition, he has taught at the following schools: the Royal Conservatory in Den Haag, the Rotterdam Dance Academy and the school of the Vienna State Opera Ballet.