In fact, people never sneeze while sleeping, even humans should be more prone to sneezing when they are asleep, as the mucous membranes swell when we are laying down. This makes them more sensitive but there usually isn’t as much airflow or movement to stir up irritating particles, so they aren’t as exposed to stimulants.

When we’re awake, different irritants can stimulate the nerve cells in the nose. The nerves then send signals to the brain in order to initiate a sneeze to get rid of whatever is irritating it. It happens so when we are ill, allergic to something or some objects irritate the mucous membranes.

But while sleeping our neurotransmitters are shut down, in other words, our motor neurons are not sending the needed signals to the brain. Sometimes the need to sneeze can be triggered while sleeping (if someone, for example, tickles your nose with a feather) and you will sneeze, but you will wake up to do it.

More Info: scienceillustrated.com.au