Trichodynia
Trichodynia is a condition where the patient experiences a painful sensation on their scalp. The pain sometimes is described as burning. Often there is an underlying psychosomatic cause, such as stress, depression or anxiety.
Only a few studies have been conducted on this condition. A theory behind the condition is that nerves innervating scalp hair follicles send pain messages back to the brain when the follicle no longer has a hair in it, in a similar way to phantom limb pain. Another theory is that people who have this condition (sometimes called "ponytail syndrome") have super-sensitive nerves in their scalp.
A possible treatment is to halt hair loss in the patient, however it is important to understand and address any underlying psychologic comorbity.