Brock-Madsen was called up to Denmark's Olympic training squad for three friendly matches in June 2016 which formed part of their preparations for the Games in August. After Honduras U23 took a two-goal lead, he scored twice to help his team recover to win the match 4–3, against the Nigeria team he missed an early penalty but Denmark still won 6–2, and in the third match, hosts South Korea led 1–0 until Brock-Madsen equalised in stoppage time. At the Games proper, he played in all three of Denmark's matches in the group stage, from which they qualified in second place, but took no part in the quarter-final defeat against Nigeria.