The cold weather also makes me sneeze or if I'm in a cold room I will eventually sneeze.
The cold weather and cold air can cause irritation to the inside of our noses which can also cause swelling of the nose's membranes.
That swelling of the noses membranes and irritation of our nasal passes can make us sneeze in cold weather or just when we are in cold air.
People can also actually have an allergic reaction to cold weather.
The cold weather allergic reaction is called cold urticaria.
So you can actually be allergic to cold weather or cold air.