A sensor cap exchange tool device may include a support bolt; a support bracket that is fixed to a front end portion of the support bolt; a mover that has a second screw thread that is engaged with the first screw thread at of the support bracket; a tool guide that is rotatably engaged with the mover and that moves in the predetermined direction together with the mover according to a rotation of the mover and that has a tool insertion opening open in the predetermined direction; and a separation device and mounting device that are mounted in the tool guide and that moves with the tool guide according to a rotation of the mover and that comes in close contact with the sensor cap that is mounted in the wheel bearing assembly.