The increasing ubiquity of low-cost wireless sensors has enabled users to easily deploy systems to remotely monitor and control their environments. However, this raises privacy concerns for third-party occupants, such as a hotel room guest who may be unaware of deployed clandestine sensors. Previous methods focused on specific modalities such as detecting cameras but do not provide a generalized and comprehensive method to capture arbitrary sensors which may be "spying" on a user. In this work, we propose SnoopDog, a framework to not only detect common Wi-Fi-based wireless sensors that are actively monitoring a user, but also classify and localize each device. SnoopDog works by establishing causality between patterns in observable wireless traffic and a trusted sensor in the same space, e.g., an inertial measurement unit (IMU) that captures a user's movement. Once causality is established, SnoopDog performs packet inspection to inform the user about the monitoring device. Finally, SnoopDog localizes the clandestine device in a 2D plane using a novel trial-based localization technique. We evaluated SnoopDog across several devices and various modalities and were able to detect causality for snooping devices 95.2% of the time and localize devices to a sufficiently reduced sub-space.