Growing up, Mads' favourite team was Manchester United, his favourite player is also Cristiano Ronaldo. On FIFA, he plays as PSG. His inspiration is his family, brother and dad. Outside of football, he enjoys exploring cafes, gaming, golf, and spending time with friends. Mads' favourite video game is Warzone. His favourite TV show and film is Game of Thrones and Superbad. In the future, he wants to travel the world.

Roerslev started out at FC Copenhagen's academy, making his senior debut in the Danish Cup in 2016.

His debut came with a goal during a 6-1 win over Jammerbugt. He would make four more appearances that season and signed a new contract in the summer. He spent some time out on loan at Halmstads BK and then Vendsyssel FF in the following seasons, making a handful of appearances for both.

In August 2019, he joined Brentford's B Team on a two-year contract. He broke into the First Team squad that season, playing 10 games in his debut campaign and earning a new contract. Promoted to the First Team that summer, he played backup to Henrik Dalsgaard during Brentford's charge to the Play-Off Final, which they lost 2-1 to Fulham.

The following season, a foot injury ruled him out for four months of action. Injury to Dalsgaard towards the end of the campaign allowed him to claim a spot in the starting XI, a place he kept through to the 2021 Championship Play-Off Final. During a 2-0 victory over Swansea, he produced a quality assist for the second goal by Emiliano Marcondes.

He has represented Denmark at several youth levels up to Under-21. He was part of the 2016 squad that were knocked out in the Group Stage of the European U17 Championship. He was also part of the 2021 team that made it to the Quarter-Finals of the European U21 Championship in the summer of 2021.