Together with his brother, Peter Lund Madsen, he wrote and participated in the theatre performance Mr. Nice Guy (2004-2005) at the Bellevue Theater, which was seen by more than 60,000 people.
Sammen med sin bror, Peter Lund Madsen, skrev og medvirkede han i teaterforestillingen Mr. Nice Guy (2004-2005) på Bellevue Teatret, som blev set af mere end 60.000 personer.