Is there an asteroid bigger than the sun?
No, asteroids are smaller than planets, and planets are smaller than the sun.
What is bigger than an asteroid but smaller than Mercury and farther from the sun than Neptune and why?
Small Rocks It depends on how much you mean by small. Comets, the smallest rocks orbiting Sun, are closest to Sun. Asteriods, orbitting Sun along the asteroid belt between Mars' and Jupiter's orbits, are still small but bigger than comets. Planets and natural satellites are also rock and orbit Sun but are a lot bigger.