Hair sprays contain a variety of components that will keep your hair dry. Especially those sprays that have ethanol in them. Ethanol will dry out fast. This removes the moisture content from your hair and scalp. This can cause thinning of the hair strands and will cause the formation of dandruff in the scalp. Another issue is the buildup of several layers of hair spray on the hair. These layers can flake off after some time and will look like dandruff. Washing the spray off and using a conditioner or a moisturiser can help you ward off these issues. But in case you develop an allergic reaction to the spray, then stop using it completely.