Yes, @KingKing is right. You need to use ContextMenuStrip.SourceControl
for this purpose.
Here is a snippet doing that for you.
ToolStripMenuItem usedbox = sender as ToolStripMenuItem;
ContextMenuStrip parent = usedbox.GetCurrentParent() as ContextMenuStrip;
if (parent != null)
{
ComboBox combo = parent.SourceControl as ComboBox;
if (combo != null)
{
//use combobox here
}
}