Check with vet. It may be a collapsed trachea.
My Pommie does this sometimes when she gets too excited or drinks water too quickly. The Vet says it is a "reverse sneeze" and is normal in small breed dogs.
It is called reversed sneezing by the vets. Like us having an asthma attack.
Ya my pomeranian does this everytime I tell her no. hahaha I had her checked out and the vet said its her version of a "temper tantrum"