Jefferson first said he couldn’t decide whether the Constitution was more good or bad, but ultimately he decided he supported ratification, followed by amendment. In that sense, he was a Federalist.
Madison generally was more careful and less adventurous. He had essentially one interest, which was government–particularly constitutionalism. Jefferson, on the other hand, was a highly variegated genius, and prone to fire off an opinion seemingly without thinking to a conclusion. In that sense, Jefferson seems more “French,” Madison more “English.”