The present disclosure provides a touch display device and a touch driving circuit which support touch sensing of an active pen, and a method of driving the same. Sensing data acquired during a first sensing time period in a pen position sensing section may be transmitted as one data packet, and a plurality of pieces of sensing data acquired during a second sensing time period shorter than the first sensing time period in a pen data sensing section may be transmitted as one data packet, so that it is possible to reduce an unnecessary sensing time period when pen data is sensed, while preventing sensing data transmission sections from overlapping each other. In addition, information about a Most Significant Bit (MSB) of the sensing data to be transmitted when the sensing data is transmitted may be transmitted in the pen data sensing section, so that it is possible to easily restore the sensing data while minimizing a loss of the sensing data.