Mild itching is common in pregnancy because of the increased blood supply to the skin. In late pregnancy the skin of the abdomen is stretched and this may also cause itchiness. Wearing loose clothing may help.
Itching can, however, be a sign of a more serious problem called obstetric cholestasis. If itching becomes severe, or you develop jaundice (yellowing of the whites of the eyes and skin), see your doctor. Itching which is associated with a rash may also need treatment if it is severe.