The family previously confirmed Hudson’s death in a statement released Tuesday.
“I am in shock as my son, whom I just spoke with a few days ago, said he was happy — my last text from him was ‘I love you dad,'” Madsen told The Los Angeles Times.
“I didn’t see any signs of depression,” he said. “It’s so tragic and sad. I’m just trying to make sense of everything and understand what happened. He had typical life challenges that people have with finances, but he wanted a family. He was looking towards his future, so it’s mind-blowing. I just can’t grasp what happened.”
Madsen told the outlet that Hudson had just finished his first tour in the U.S. Army and has called for an investigation. The actor alleged that “officers and rank and file were shaming” Hudson for wanting to participate in therapy, which was reportedly the reason he didn’t get help for mental health issues.
A rep for the U.S. Army did not immediately respond to Fox News Digital’s request for comment.
Hudson died of a gunshot wound, a spokesperson for the Honolulu Medical Examiner confirmed to People magazine. His death was ruled a suicide.
“We are heartbroken and overwhelmed with grief and pain at the loss of Hudson,” the family’s full statement on Tuesday said. “His memory and light will be remembered by all who knew and loved him. We ask for privacy and respect during this difficult time.”
Madsen shared son Hudson with wife DeAnna Madsen. The couple married in 1996. “The Hateful Eight” actor and DeAnna also share two other children, Calvin and Luke. Hudson also had two half brothers, Christian and Max, that Madsen had with ex Jeannine Bisignano.
Hudson leaves behind his wife Carlie Madsen.
If you or someone you know is having thoughts of suicide, please contact the National Suicide Prevention Lifeline at 1-800-273-TALK (8255).