Musannaf Ibn Abi Shaybah

Hazrat Husain narrates that Ibrahim said: When a person sneezes while he is alone, he should say: "Alhamdulillahi Rabbil 'Alamin." Then he should say: "Yarhamuna Allahu wa iyyakum." This is because, from among Allah's creation, whoever hears his sneeze will have supplicated for him by saying "Yarhamukallah."

Hazrat Asim narrates that Hazrat Abu Wa'il said: When you sneeze and you are alone, then respond to those who are with you, that is, the angels.