The saliva that is injected into the bite wound causes the itch from a mosquito bite. The saliva contains proteins that serve as an anticoagulant and help the mosquito to feed. The human immune system responds to the "foreign proteins," and the reaction is an itch.
Ointments that contain hydrocortisone, benzyl benzoate, or calamine can provide relief from itching. If you have questions about these products, be sure to discuss them with your health-care professional or pharmacist.