Yes, clean all the sheets! Do that regularly if his allergies are that bad. It definitely helps. In fact, just make sure everything is as clean as can be. It's really important to vacuum daily, dust, and just do whatever you have to do to keep dust and mold away. Make sure the couches, blankets, carpets, and anything dust collecting is clean. I'm not saying you're not already doing that, but with a small child with allergies, it's important to do it frequently to keep the level down. Even a little bit can be irritating.
I know they make lots of hypoallergenic products like sheets, pillows, sprays, etc. My brother had bad allergies growing up, and he has special pillows. He also has a dehumidifier in his room. For some allergies, they say to use a humidifier, and for others a dehumidifier. So, check with his pediatrician to be sure. I personally like dehumidifiers a lot better, even though my daughter's pediatrician said to use a humidifier.
You can try a vacuum cleaner with a HEPA filter, if you don't have one.That's what I use, and I love it so much. I have a Eureka with AirSpeed Technology and HEPA Filter. I got it from Wal-Mart for like $120 on sale, I think, about a year ago. I love it. It's advertised to clean better, or just as good as a DYSON for 1/3 of the price. I had a DYSON when I was married, and I LOVED it. If you have the money for one, I would recommend getting one. I do not have the money now, so I am fine with the Eureka. I wouldn't say it's better than the DYSON, but I would agree that it's close. I mean, I've had it for a year now, and it still works great. And I'm not easy on it, with my two year old ;)
Good luck!