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Generalized itching, especially on your legs, may be a sign of a more serious disorder known as exercise-induced anaphylaxis. The disorder is rare, but can be fatal. If you stop exercising after the onset of symptoms, in most cases you should be able to recover without requiring immediate medical attention. However, you should still see a doctor for diagnosis and treatment if you suspect that you might have this condition.  Symptoms to watch for include lightheadedness, sudden loss of muscle control, a tightness or constricted feeling in your throat, and difficulty swallowing or breathing. Your symptoms may be relatively mild, to the point you can comfortably ignore them and continue your exercise. If they increase in severity, however, you should stop running. With mild symptoms, it's possible they will improve if you slow down and take a break, and you may be able to resume your run without any problems. If symptoms require you to stop running, move to a protected area and set upright. Practice deep breathing and relax your muscles. In time, you should start to feel better.  Breathe in slowly through your nose, exhaling through your mouth. When your breathing feels regular, try to drink some water. Keep in mind symptoms may continue for hours after they began. If your symptoms seem to get worse even after you've stopped exercise, seek emergency medical attention immediately. Don't continue to run if you manage to stabilize and your symptoms seem to go away. You might try walking, but if you start running again so soon after an episode, the symptoms could quickly return with increased severity. Your doctor will need to know everything possible about your episodes, including everything you do in the hours leading up to your run. The more information your doctor has, the better able they will be to identify potential causes of your reaction.  Document where you run, the time of day, the weather (if you're running outside), and how long you had been running when you noticed the first symptom. Take your pulse, if possible, or at least make an attempt to estimate your heart rate or the intensity of your exercise. Take an inventory of household products and toiletries you commonly use, as well as everything you consumed before your run. Even if you've already eliminated possible allergies to these things, your doctor still may want this information. If you've recently changed soaps, detergents, or other products in an attempt to stop the itching, write this down as well, along with whether you noticed any relief after the change. Include details about what you were wearing on your run, and whether your skin felt unusually warm before the symptoms started. Understanding the symptoms you have is important for your doctor to figure out how to treat your reaction. Write down everything as soon as possible after it happens, even things you think aren't really symptoms or aren't significant.  Symptoms can vary greatly, which not only means that many people remain unaware of their condition, but also that doctors lack the information to diagnose them properly. Generalized itching, particularly when accompanied by welts or hives, can be more common. A tightness in your throat and difficulty breathing or swallowing is a common symptom of anaphylaxis, but it may not be a symptom you have. Other symptoms include nausea, low blood pressure, sudden loss of muscle strength or motor control, fainting, lightheadedness, and headaches. Exercise-induced anaphylaxis may be caused by a mild allergy you have to something else. This could include an allergy to shellfish, wheat, or any number of other food or drug products.  Your allergy may be so mild that you don't even realize you have it until you start exercising shortly after exposure to the antigen. Your increased temperature and heart rate as a result of exercise causes you to have an exaggerated reaction. However, you won't know if this is the cause unless you get tested for these common allergies. If allergy tests reveal the cause, you have a simple way to stop your legs from itching when you run – avoid exposure to whatever triggers an allergic reaction. Prescription antihistamines also may help you, but you'll need to talk to your doctor about which drugs are safe for chronic use. Exercise-induced anaphylaxis is a rare but serious condition, and episodes can be difficult to predict. If your doctor diagnoses you with this condition, you'll need to make arrangements so you can continue to run without endangering your life or well-being.  Your doctor will teach you about preventative measures you can take to avoid another episode, and may instruct you to wear a med-alert bracelet. You also may need to carry an epinephrine auto-injector with you when you run in case you need to thwart an episode. If you are diagnosed with exercise-induced anaphylaxis, you should avoid exercising alone, even if your symptoms are controlled or you go for a long period of time without experiencing any symptoms. Keep in mind this doesn't mean you can never run again. Part of the nature of exercise-induced anaphylaxis (if that is your ultimate diagnosis) is that it comes and goes. You may have no symptoms for months or even years, and then suddenly have another episode.

Summary:
Stop exercising immediately if you notice lightheadedness or difficulty breathing. Relax and stabilize your breathing. Keep a diary of your episodes. List your symptoms. Get tested for allergies. Work with your doctor.