It is quite common to have itching exacerbated by sweating or exercise. You did not mention if you had rashes accompanying the itching that would point towards a sun induced skin problem.
It could be Cholinergic urticaria/Exercise Hives in your case. These hives appear in response to a rise in body temperature from exercise, overheating, or stress.
The hives develop within 2 to 20 minutes after the body temperature rises, although they can take up to an hour to occur. They cause itching, tingling, burning, and warmth of the skin. The hives last for minutes to hours with an average of 30 minutes. It is believed that histamine is released in response to stimulation by the parasympathetic nervous system.
Cholinergic urticaria can be treated by limiting strenuous exercise. It responds well to a medication called Hydroxyzine, which is an antihistamine. Showering with hot water may cause release of histamine throughout the body depleting histamine stores and causing a 24-hour refractory period. Avoiding strong sun, which again helps reduce sweating, will also help in your case.