Hi Might you bird is having a Sinus Problem check his cere if there is something in her Nose/Cere and take her to an Avian Vet because Cat & Dog is not properly Trained to Understand the Bird Problem so better check with Avian Vet
Sep 17, 2012
Conure sneezing when excited by: Tracie
It is hard to say, but if the bird only sneezes when playing with you, then the bird is probably fine. It could be it is having an allergic reaction to something you wear too, like hair spray, cologne, deodorant etc.
Still, I would mention this to my avian vet if I were you. It would only be a phone call, and if they have a concern then you can bring the bird in. When there, you can play with the bird and maybe the bird will demonstrate this behavior.
If you don't have an avian vet, you can use this Find an Avian Vet link to find one.