Symptoms of a wool allergy include: A rash or itchiness. Eye irritation. A cough. A runny nose. Even if you’re not allergic to wool, you may still be sensitive to the material. An allergy is a genetic condition where your body perceives wool as a foreign invader that it has to fight off. Allergies can progress to life-threatening symptoms, while a sensitivity may cause mild symptoms that disappear when you’re no longer around wool.