A change in temperature can indeed make you sneeze.
Whenever I go out into the cold weather from the warm house or warm car I always sneeze at least a few times and it's normal.
The sudden change from warm air to cold air can irritate your nasal passages and cause you to sneeze.
Also there's an actual medical term for being allergic to the cold weather as well and some people sneeze more in the cold weather.
The medical term for being allergic to the cold weather is cold urticaria and it's actually possible for some people to be allergic to cold weather.
Still even if you're not allergic to cold weather you can still sneeze from going from cold air to warm air and even going from warm air to cold air.