Provided is a water jet peening apparatus and a water jet peening method including: a clamping cylinder (201) which is able to be disposed at the outer peripheral side of an instrumentation nozzle (83) with a predetermined gap therebetween; a clamping piece (210) which is able to fix the clamping cylinder (201) to the instrumentation nozzle (83); a nozzle guide (221) which has a cylindrical shape, is provided inside the clamping cylinder (201), and is positioned to a position adjacent to the upper end of the instrumentation nozzle (83); an inner surface WJP nozzle (105) which is movable upward and downward inside the nozzle guide (221); and a drainage hole (224) which radially penetrates the nozzle guide (221). Accordingly, it is possible to improve the safety of the operation by preventing a thimble tube from being popped out due to a water jet peening operation.