Brock-Madsen signed a three-year contract with his hometown club, Randers FC, and scored his first goal in a Europa League match against F91 Dudelange which ended 6–1.

[citation needed] On 21 August 2015, Brock-Madsen signed a four-year deal with English Football League Championship (second-tier) club Birmingham City.

[4] He made his first appearance in the Football League on 15 September, again as a substitute, playing alongside Clayton Donaldson as Birmingham failed to come back from 1–0 down at home to Nottingham Forest in what was their first defeat of the season.

[5] Brock-Madsen made his first start for Birmingham on 21 November at home to Charlton Athletic, playing as a lone striker in place of Donaldson who was injured while on international duty.

[11] Brock-Madsen made his Eredivisie debut in the club's next match, in the starting eleven for the visit of Utrecht on 10 September; his side took a one-goal lead which he had chances to extend, but the visitors equalised via a stoppage-time penalty.

[13] Injury disrupted the first half of his season,[14] but when the campaign resumed after the winter break, he went on a run of five goals in the next six matches,[15] the last of which was scored on the day his girlfriend gave birth to their son.

[19] Brock-Madsen joined Polish Ekstraklasa club KS Cracovia on 18 January 2018, on loan until the end of the 2017–18 season with an option to make the move permanent.

[26] On transfer deadline day, 31 January 2023, Brock-Madsen was loaned out to Danish 1st Division side FC Fredericia for the rest of the season.

[citation needed] 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.