it may be a case of blood sugar levels increased
Choose workout pants made from cotton or other natural breathable materials instead of wool or synthetic fabrics. This irritation can activate the release of histamine in your legs, resulting in itching.
Moisturize your legs daily to prevent dry skin. Dry air can cause the moisture in your skin to evaporate at a faster rate than your body can replace it
Look for detergents and fabric softeners that are hypoallergenic, and consider using fragrance free dryer sheets.
If none of the above work see your doctor about the following condition!
Exercise-induced urticaria. This condition occurs in reaction to the change in temperature experienced during exercise or even by the foods you eat before you exercise. Exercise urticaria and can be treated through watching what you eat before you run or through the use of antihistamines.