my canary did that when it had mites so might be worth getting it checked. the vet also told me to change the paper in the bottom of the cage. whenever it starts now i just spray her lightly with water, which she loves, but it seems to help too.
I will try to spray him with water, he loves to take a bath. If we change his water more than once a day he will go in every time, he is also extremely fussy as far as food and seed goes.