It could be anything from hair products, dermatitis, yeast to head lice.
Have you made any recent changes to your diet, hair products?
Do the right shampoo. "You really need a pH-balanced shampoo to keep your scalp from flaking and drying, a common cause of itchy scalp," Look for one that has a pH level between 4.5 and 5.5
Have an antihistamine. Some antihistamines used for allergies contain anti-itching ingredients that may provide temporary relief from itchy scalp.
Spread on some olive oil. "Olive oil does seem to have a soothing effect on some cases of dry, itchy scalp. Just massage warm olive oil into your scalp and wait ten minutes before you shampoo.
Make a date with your dermatologist. If you don't begin to get substantial relief within about a week,"