According to the Mayo Clinic, food allergies and allergic reactions to pets can cause itching on the body, eczema, hives (raised, itchy red patches of skin), and itching in the mouth (caused by food allergies). 7, 8 Dr. Melissa C. Stöppler says that, in some people, exercise can trigger an allergic reaction to food and cause you to feel itchy all over your body. 9