Madsen forced his way out of the prison, located just outside of Copenhagen, using objects resembling a gun and a bomb belt and holding a prison employee hostage, local police said.

Madsen was sentenced to life in prison in 2018 for murdering, sexually mutilating and dismembering Wall aboard the submarine in Copenhagen harbour.

Madsen was arrested less than a kilometre from the prison, five minutes after police were alerted, police chief Mogens Lauridsen told reporters at a press briefing.

When police found him, Madsen had forced his way into a van and was pulled out by officers and handcuffed.

During the arrest officers noticed a belt around his torso and moved to a safe distance, suspecting it might contain explosives.

"Nothing indicates that the belt contained explosives," Lauridsen said, adding that he did not suspect Madsen had received help fleeing the prison.

No employees at the prison nor any police officers were injured during the escape or arrest, authorities said.

Justice Minister Nick Haekkerup said in a tweet after Madsen's recapture that the ministry was planning a range of new measures to prevent future prison escapes.

Australian Associated Press