A removable steering wheel device for permitting removal of the steering wheel to make the vehicle undriveable and thus undesirable to a potential thief. The removable steering wheel device includes a steering wheel having a boss engageable with an upper end of a steering column of the vehicle. The boss includes a bore and a base wall at the bottom of the bore. A bayonet connection assembly for removably connecting the boss to the upper end of the steering column. A locking cap disposed within the bore for fixing the bayonet connection between the boss and the upper end. The locking cap including an assembly for preventing rotation of the boss relative to the upper end, and including an assembly for fixing the locking cap within the bore.