A device for detecting the axial position of a rotor shaft of a rotary machine having a stator and a rotor is provided. The detecting device includes a sensor stator ring, secured to the stator, made from ferromagnetic material, facing the shoulder of one end of the hollow or not hollow rotor shaft and arranged so as to leave an axial airgap with the one end of the rotor shaft. The sensor stator ring having at least one annular slot receiving an annular induction coil. The rotor shaft is made from solid magnetic steel, an outer end of the rotor shaft acts as a target surface whose axial position is to be measured by the sensor stator ring.