Suppose you have $\sigma \in A_n$. The following are equivalent:
- The $S_n$-conjugacy class of $\sigma$ splits into two $A_n$-conjugacy classes.
- $C_{A_n}(\sigma) \leq A_n$.
- In the cycle decomposition of $\sigma$, the cycle lengths are odd and distinct.
Consider then $\sigma,\sigma' \in A_n$ which are conjugate in $S_n$, and such that the conjugacy class is split. There exists $\tau \in S_n$ such that $\tau \sigma \tau^{-1} = \sigma'$. We have $C_{S_n}(\sigma) \leq A_n$, so $\sigma, \sigma'$ are conjugate in $S_n$ if and only if $\tau \in A_n$.
So the question is: what is the parity of a conjugating element?
Write $\sigma = \sigma_1 \cdots \sigma_k$ and $\sigma' = \sigma_1' \cdots \sigma_k'$ as a product of disjoint cycles, with $\sigma_i,\sigma_i' \in S_{n_i}$ some $n_i$-cycles, with $n_i$ odd.
There exists $\tau_i \in S_{n_i}$ such that $\tau_i \sigma_i \tau_i^{-1} = \sigma_i'$. Then $\tau = \tau_1 \cdots \tau_k$ is a conjugating element, with $sgn(\tau) = sgn(\tau_1) \cdots sgn(\tau_k)$.
So conjugacy of $\sigma,\sigma' \in A_n$ is reduced to the following question:
Let $n$ be odd, and let $\sigma, \sigma' \in A_n$ be $n$-cycles. When are $\sigma,\sigma'$ conjugate in $A_n$?
Say $\sigma = (i_1 \cdots i_n)$ and $\sigma' = (i_1' \cdots i_{n}')$. A conjugating element is $$\tau = \begin{pmatrix} i_1 & \cdots & i_n \\ i_1' & \cdots & i_{n}' \end{pmatrix}$$ and $\sigma,\sigma'$ are conjugate in $A_n$ if and only if $\tau$ is an even permutation.