A protective cap is installed in a wheel hub to protect a wheel speed sensor and bearing assembly from intrusion of dirt. The hub has inner and outer end faces, and a central bore having splines for engagement by a splined driveshaft. The speed sensor system has a segmented disc rotating with the hub and a sensor mounted on a housing and extending into proximity with the segmented disc. The protective cap includes a stem for insertion through the central bore and a head having an under face for engaging with the inner end face of the hub. The head has a distal rim portion overlapping the housing to allow rotation of the protective cap relative the housing to prevent entry of dirt to the speed sensor system and bearing. The stem has yieldable retainers for engaging with the outer end face of the hub to retain the protective cap.