He said the incident happened while he was up on deck and Wall was down below.
Madsen told the court a vacuum effect meant he was unable to open the hatch door to get to her as exhaust fumes filled the submarine on August 10, 2017.
"I try to explain to Kim through the hatch how to stop the necessary engines, for 5 to 15 minutes I try to get in to her," Madsen said.
Madsen said he sailed around for a while, contemplating suicide, and then decided to sleep for two hours next to Wall's body.
The inventor was arrested on August 11, after he was rescued at sea as his submarine sank -- intentionally downed, according to prosecutors.
He has admitted dismembering Wall's body and throwing her body parts at sea, but denies killing her.
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