When we are asleep you do not sneeze. A sneeze is the reaction of a stimulated motor neuron and if there is enough of a stimuli one will wake up before you sneeze.
When you sleep is determined by which neurotransmitters are binding to which receptors on different nerve cells or neurons in the brain Neurons at the base of the brain stop neurotransmitters, such as serotonin and norepinephrine, that keep us awake from binding to neurons in the brainstem. The chemical adenosine also contributes to when you want to sleep by building up in blood causing us to feel drowsy.
When we sleep we enter four stages that cycle throughout the night. We start at stage 1, light sleep, eyes move very slowly and muscle activity slows or you experience sudden muscle contractions called hypnic myoclonia. It is easy to awaken in this stage and so if an irritant is stimulating a sneeze reflex, you wake up before sneezing. In stage 2, eye movement stops and our brain waves become slower. Although brain activity is slowing we can still wake up in time to sneeze. In stage 3 and 4, deep sleep, our brain waves are very slow, there is no eye movement, and no muscle activity. It is very unlikely to wake up to sneeze in these stages of sleep to sneeze because brain activity is low and the medulla, which controls sneezing is relaxing. During these stages of sleep breathing slows and body temperature lowers, partly because these are also controlled by the medulla, which is relaxing.
So tonight you can sleep soundly knowing you wont sneeze unless you suddenly wake up in time to achooo!