The Hollywood actor is the second housemate to be evicted in tonight's final, after the Shannon twins left earlier.
Donning a pair of sunglasses and a cowboy hat, the Reservoir Dogs star received a mixed reception from the Elstree crowd as he left the house.
© PA Images / Ian West/PA Wire
Expressing his shock at coming so far, Madsen told host Brian Dowling: "I didn't even think I'd make it for three days - I'm just not cut out for this sort of thing."
When asked about his feelings towards Denise Welch, who he has feuded with since the series started, he said: "Could you ask security to keep her away from me?"
"I couldn't really tell what she was after, but she was definitely after me," Madsen added.
© PA Images / Ian West/PA Wire
Watch Michael Madsen's eviction from Celebrity Big Brother below:
