What causes your body to itch when you exercise?

Itchy body once exercise is considered cholinergic urticaria.
Cholinergic urticaria is a special type of urticaria, caused by various factors that increase the skin temperature, causing cholinergic impulses, the release of acetylcholine action on mast cells and caused by the clinical features of acute attacks of confined wind, occurring on the trunk or the side of the body, accompanied by intense itching or stinging. The rash usually resolves quickly after removal of the causative agent.
Cholinergic urticaria is treated with antihistamines in combination with other drugs such as ketotifen, cetirizine, and cyproheptadine.
Patients with cholinergic urticaria should avoid direct heavy and strenuous exercise, and can start with adaptive exercise training. Avoid bathing water temperature is too high, you can use cool water soaked wet towel to wipe the skin. Avoid spicy and irritating foods and alcohol, which may cause a rise in skin temperature and increase the chances of cholinergic urticaria.
For cholinergic urticaria, it is recommended that you follow your doctor’s instructions if you need to use medication.