This depends on how far behind the sheetrock the wire is, the type of wire it is, if it is in conduit or not, how thick the sheetrock is, and how new the batteries are in the testers. As the batteries in the tester weaken, the signal being sent is weaker and the transmitter has a harder time picking up the signal. If the sheetrock (drywall) is extremely thick or even doubled up, that is going to affect the receiver’s ability to pick up the signal. If they are trying to trace BX wire (wire in an armored sheathing) or if it is in conduit, it will not be able to detect the wire. These metal encasements will block out the signal being sent and the transmitter will not pick anything up.