Yes. There are some detailed threads in this, have a search fro ducking, yes ducking. Basically you need to set up groups fro every room you have an Alexa and//or sonos speaker in. EVERY sonos speaker must be part fo a group.
For example have a group call kids room with the alexa they have added as the alexa device. Then in the other rooms in your house that have both Alexa and Sonos add them both to that group and then set the Sonos as the preferred speaker. Do that for all rooms and devices and alexa will only duck the sound in the room where the command was made.