Bug bites itch because when an insect bites, it injects saliva into the skin, which triggers the body's immune system to react. The immune system releases histamine, a chemical that causes blood vessels to swell and stimulates nerve endings, resulting in the sensation of itching. This histamine release is part of the body's defense to get rid of the foreign substance (the insect's saliva) but also causes the characteristic redness, swelling, and itchiness around the bite. Scratching the bite worsens the inflammation and the itch, and can even lead to infections.