Attackers can sniff Wi-Fi networks in monitor mode to intercept the data without connecting to the router. Is it possible to check if somebody is sniffing my network?
No, they're just getting the radio waves out of the air. As long as they're not sending anything, you can't tell that they're receiving. (It's like how FM radio stations can't tell who or how many people are listening.)
I have heard that some wireless access points can direct the radio signals to the appropriate clients, which is pretty neat, but you shouldn't rely on just physical location for information security.
If you're concerned about people sniffing your wireless traffic, enable encryption/authentication and use a strong password. Even better, encrypt important traffic at another layer (TLS/HTTPS) so even the access point can't see anything sensitive.