A user terminal device for controlling a volume of an external audio output device and a control method thereof are provided. The method of controlling the user terminal device for changing the volume of the external audio output device includes receiving an input corresponding to a user command for changing state information of the external audio output device, receiving the state information of the external audio output device from the external audio output device, and changing a state of a device, which is to be changed based on the user command, based on state information of the user terminal device and the state information of the external audio output device.