If a particle reaches the inside of your nose in the sensitive area your body triggers histamines and releases them into your system. Histamines are what creates the burning sensation right before or after a sneeze. Believe it or not, your nose isn’t the only part of your body that is involved in a sneeze. A sneeze involves the chest, lungs, and throat and face muscles. Other causes of a sneeze may include a cold, environmental factors, and photic sneeze reflex.