Peter Madsen (born 1971) is a Danish entrepreneur and convicted murderer.
Peter Madsen may also refer to:
- Mick Madsen (Peter Madsen, 1900–1979), Australian rugby league footballer
- Peter Madsen (cartoonist) (born 1958), Danish cartoonist
- Peter Madsen (footballer) (born 1978), Danish international footballer
- Peter Madsen (pianist) (born 1955), American jazz pianist