A probe device includes a probe that detects a state of a rotary shaft, a probe holding member having a first end fixed to a bearing portion, in which the probe is fixed to the first end, a cylindrical guide sleeve inserted into a communication hole of a casing, a second end of the probe holding member being inserted into the cylindrical guide sleeve, and a plurality of elastic support members disposed at an interval in an extending direction of the probe holding member between the second end of the probe holding member and an inner peripheral surface of the guide sleeve, and formed of an elastic material to form an annular shape extending along an outer peripheral surface of the probe holding member.