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It may just be, I had the same problem when I was losing my baby weight. From what I have learned it is because you are sweating more profusely and it actually makes you skin itch from it. I would drink alot of water before, during and after exercise to make your sweat not as salty. Good Luck!

Actually it's because of friction. It may be the clothes you are wearing, or the hair on your legs. Many runners shave their legs to prevent this from happening. Also, if you are heavier, the tissue "jiggles" and the friction makes you itch.

could be allergies... i get that from time to time.....