"I love performing in the theater, and you can't really do that when you're pregnant," Madison told In Touch.
"The Girls Next Door" star added, "I've started the adoption process ... I really want to be a mommy."
That process included a consultation with adoption mentoring service Hold My Hand, according to In Touch.
Madison prefers to adopt a child from Africa or South Korea, the magazine reported.
The "Peepshow" star's run in Vegas is set to end Dec. 30, according to Planet Hollywood.
The 32-year-old is best known as being one of Playboy founder Hugh Hefner's three girlfriends along with Kendra Wilkinson and Bridget Marquardt during her five-season run on "The Girls Next Door."
Hold My Hand is run by Bill Horn and Scout Masterson, better known as "The Guncles," or gay uncles. The pair were featured on Tori Spelling's reality show, "Tori & Dean: Home Sweet Hollywood" and said they started the service to help prospective parents adopt, according to E!