Justice Minister Nick Haekkerup called the escape attempt “very serious”.
“It goes without saying that convicted prisoners who have committed the worst possible crimes should not be able to escape the custody of the authorities,” Haekkerup tweeted.
Police said Madsen appeared to be carrying fake weapons, including a “fake” explosive belt.
“When we got there he threw something that looked like a gun,” said Mogens Lauridsen, chief of operations for the Copenhagen suburban police.
Madsen, one of Denmark’s most notorious criminals, was captured about five minutes after the escape and about 500 meters (less than half a mile) from the facility. Prison staff who followed him saw that he had jumped into a passing white van and informed the police.
Lauridsen said they didn’t believe Madsen had an accomplice.
Police then found on Madsen “what appears to be a belt with explosives,” Lauridsen said. He was handcuffed, officers backed off and Madsen was left by the side of a road while a bomb squad investigated the belt, Lauridsen said.
“It appears to be a fake belt,” he said, adding that it was not clear if Madsen made it or if the object looked like a gun.
Prison chief Hanne Hoegh Rasmussen told a press conference that the escape was under investigation and that she could not immediately confirm media reports that Madsen took in. a prison psychologist hostage inside the prison.
“No one was physically injured,” Hoegh Rasmussen said, adding that prison staff were receiving psychological support.
The establishment has 161 cells and a wing with inmates who have psychiatric, psychological or sexual behavior problems.
In 2018, Madsen was sentenced by Copenhagen City Court to life in prison for killing Wall, a 30-year-old Swedish journalist whom he lured aboard his home-made submarine in 2017 with the promise of ‘an interview. He dismembered his body and threw it into the sea.
Madsen lost her appeal, shortly after apologizing to the victim’s family who were present at the appeals court. The sensational case gripped Scandinavia.
Madsen has denied Wall’s murder. He claims that she accidentally died inside the submarine, but he confessed to throwing parts of her body into the Baltic Sea.
Life sentences in Denmark typically mean 16 years in prison, but convicts are reassessed to determine whether they would pose a danger to society if released and if they could be held longer.
A self-taught engineer, Madsen built rockets in his spare time but never went to college. In 2008, he launched his handcrafted UC3 Nautilus submarine.
Wall had planned to interview Madsen for a story about a rocket program he founded in 2014, with the goal of building a crowdfunded rocket to launch into space. But by the time he finally texted her, his cash flow had dried up and he had canceled the scheduled test launch.