Lars Jørgen Madsen (1871–1925) was a Danish sport shooter who competed in the early 20th century in rifle shooting. He participated in Shooting at the 1900 Summer Olympics in Paris and won a gold medal in the Military Rifle standing. Twenty years later, he won another gold, in the Military Rifle Team event. He was one of only three Danish competitors to win five Olympic medals. He also competed at the 1908, 1912 and 1924 Summer Olympics.