That would not be correct. He said it in 1785 in his pamphlet "Memorial and Remonstrance Against Religious Assessments." 

It would be good if you actually learned the history of America and what our founding fathers actually believed and said. For example:

“It is impossible to rightly govern a nation without God and the Bible.” George Washington

“The propitious smiles of Heaven can never be expected on a nation that disregards the eternal rules of order and right, which heaven itself has ordained.” George Washington

“We recognize no sovereign but God, and no king but Jesus!” John Adams

“I consider a decent respect for Christianity among the best recommendations for public service.” John Adams.

“The reason that Christianity is the best friend of government is because Christianity is the only religion that changes the heart.” Thomas Jefferson

“The Bible is the first and almost the only book deserving of universal attention.” John Quincy Adams

“My custom is to read four or five chapters of the Bible every morning immediately after rising. It seems to me the most suitable manner of beginning the day. It is an invaluable and inexhaustible mine of knowledge and virtue.” John Quincy Adams

“The highest glory of the American Revolution was this: it connected in one indissoluble bond the principles of civil government with the principles of Christianity.” John Quincy Adams

You are correct that Madison talked of a wall of separation between church and state to PROTECT the Church from a national religion and overreach by the government. The "separation of church and state" is no where in our Constitution. It is a lie propagated by those who are trying to remove religion and remove the Church from being involved in government. That phrase come from Thomas Jefferson in his letters to Danbury Baptist Association. Jefferson was concerned of government overreach into the Church not the reverse. 

He stated it in 1785 in his "Memorial and Remonstrance Against Religious Assessments."