Personally, it sounds like a "winter itch" symptom. I'm not sure where you live and what the climate is like, but this time of year (during the cold winter months), my skin gets so dry and itchy, with the worst area being the same place as yours. Try using a moisturizing soap and a mild lotion right after bathing. I like Gold Bond as it helps the itch. Try VERY hard not to scratch as that will exacerbate the itch severely. If you don't notice an improvement, see your doctor, you may even need to see a dermatologist. Stress and anxiety commonly causes itching/rashes, but usually not just in one spot, and usually in other areas.
Look at your bath soap as the culprit, some that are moisturizing leave a film that can cause itching on different areas of the body. Try Cortizone 10 cream on your thighs, it will moisturize and stop the itch immediately. You can by it over-the-counter, and it works great! Also, a little goes a long way. I have never have any luck with moisturizers for itching, not even the ones that claim to stop the itch. Get some Cortizone 10 and get some relief. Take care.