Yes, and I often put my hand over my nose and mouth too. As a teenager, I contracted a very rare and serious form of glandular fever, which left me bedridden for a year and seriously ill ever since. It is only spread through close proximity with someone else and no-one I knew had the illness, so the doctors concluded that I must have caught it from someone sneezing on the street as I walked past them or on the bus or similar. It's left me paranoid about what else I might catch.
I certainly hold my breath and move away whenever someone sneezes around me. I caught the flu like that when I was in college. Someone that was sitting beside me sneezed, I accidentally inhaled it. Immediately I started feeling the effects of it.