A dog that keeps shaking its head and sneezing may be caused by catching a cold, allergies, smelling irritating odors, etc. You must first confirm the cause of the dog's sneezing, and then carry out targeted treatment. If the dog sneezes because of a cold, you can feed the dog pet cold medicine; if it sneezes because of allergies, it is best to send it to the pet hospital for desensitization shots in time.