Intestinal parasites can certainly cause itching around the rear and under the tail, and taking a stool sample to your veterinarian to screen for parasites is a good idea. Other potential causes of tail chewing include fleas, food allergy, and pollen/dust allergies, as well as impacted anal glands. If your dog only chews at the very tip of the tail and no where else on the tail/under the tail or on the body, then I would also be concerned about tail dock neuroma, which is a nerve abnormality seen in some dogs that have had their tails docked/amputated (which is performed on fox terrier puppies).
Kimberly Coyner, DVM DACVD
Dermatology Clinic for Animals of Las Vegas