A wall penetrating rod guide device comprises an inner rod and a sleeve, wherein the inner rod comprises a main pipe and a grooved tube; an opening is formed in the upper or lower portion of the front end of the grooved tube, the rear end of the grooved tube is fixedly connected with the front end of the main pipe, and the sleeve sleeves the inner rod and can slide; the bottom of a front tube opening of the sleeve is provided with a stretching plate, an elastic pressing plate is arranged at the upper end of the front tube opening of the sleeve, a rope box is arranged at the rear end of the main pipe, and a lifting rope is connected with the interior of a box through a hinged shaft; the other end of the lifting rope is connected with the top of a conical joint, penetrates through a cavity of the main pipe and the grooved tube and then hangs; the rear end of the conical joint corresponds to and can be connected with a pipe opening of an outer rod bent pipe outside a wall. The guide device penetrates the wall from an indoor wall hole, and the outer rod bent pipe which is suspended on the outer side of the wall and is in an inclined state is led into the wall hole to penetrate into a room; the guide device can be used for wall penetrating work of an external water pipe, a wire pipe and an air pipe of a high-altitude wall body, operation is convenient, the cost is low, the safety and reliability are achieved, and the work efficiency is improved.