Hair thining with exercise

take a biotin supplement and make sure you are getting your max on A and E and D

I would be curious to know how many calories you're netting on a daily basis, as eating at a very large calorie deficit can have some unpleasant side effects, including hair loss. A friend of mine spent some time eating a low calorie diet in an effort to lose weight, and she started losing hair. She re-evaluated her food and fitness plan and hasn't had any problems since then.
Still, a visit to the doctor might be a good idea.

Edited to add that after having a look at your diary, it does seem that you generally tend to eat low calories as well as low protein and often are a few hundred calories short of your goal. It depends on what your body's actual caloric needs are and how long you've been eating at a large deficit, but it's a possibility that your eating pattern could contribute to hair loss. I still say you should consult a doctor, but it also wouldn't hurt to make an effort to eat your goal calories regularly.

This is an interesting question, as I just researched food for healthy hair yesterday! Protein is the biggest thing.
(I am posting it all for you)

Food for healthy hair
1. Salmon
Besides being rich in protein and vitamin D (both are key to strong hair) the omega-3 fatty acids found in this tasty cold-water fish are the true superstar. Your body can't make those fatty acids, which your body needs to grow hair. About 3% of the hair shaft is make up of these fatty acids, Drayer says. Omega-3s are also found in cell membranes in the skin of your scalp, and in the natural oils that keep your scalp and hair hydrated.
Other options: If salmon doesn't thrill you, you can also get essential fatty acids from fish like herring, sardines, trout, and mackerel, as well as avocado, pumpkin seeds, and walnuts (see below for more wonderful things about walnuts.)
2. Walnuts
These are the only type of nut that have a significant amount of omega-3 fatty acids. They're also rich in biotin and vitamin E, which helps protect your cells from DNA damage. Since your hair rarely gets much shielding from the sun, this is especially great, Drayer says. Too little biotin can lead to hair loss. Walnuts also have copper, a mineral that helps keep your natural hair color rich and lustrous, Fishman says.
Other options: Try using walnut oil in your salad dressing or stir-fry instead of canola or safflower, Fishman says.
3. Oysters
Oysters are rich in zinc, a lack of which can lead to hair loss (even in your eyelashes), as well as a dry, flaky scalp. Three ounces has a whopping 493% of your daily value. You can get some zinc through fortified cereals and whole grain breads, but oysters can boast a good level of protein too. "Remember, hair is about 97% protein," Drayer says. Without enough protein, your body can't replace the hairs that you naturally shed every day and what you do make can be dry, brittle, or weak.
Other options: Get your fill of zinc with nuts, beef, and eggs.

4. Sweet Potatoes
Sweet potatoes are a great source of the antioxidant beta carotene, which your body turns into vitamin A. "Basically, every cell of the body cannot function without enough A," Fishman says. It also helps protect and produce the oils that sustain your scalp, and being low on vitamin A can even leave you with itchy, irksome dandruff.
Other options: Carrots, cantaloupe, mangoes, pumpkin, and apricots are all good sources of beta carotene.
5. Eggs
A great source of protein, eggs are loaded with four key minerals: zinc, selenium, sulfur, and iron. Iron is especially important, because it helps cells carry oxygen to the hair follicles, and too little iron (anemia) is a major cause of hair loss, particularly in women, Drayer says.
Other options: You can also boost your iron stores with animal sources, including chicken, fish, pork, and beef.
6. Spinach
The iron, beta carotene, folate, and vitamin C in spinach help keep hair follicles healthy and scalp oils circulating.
Other options: Try similarly nutrient-rich dark, leafy vegetables such as broccoli, kale, and Swiss chard.
7. Lentils
Tiny but mighty, these legumes are teeming with protein, iron, zinc, and biotin, says Fishman, making it a great staple for vegetarian, vegans, and meat eaters.
Other options: Toss other beans such as soybeans (the young ones are called edamame) and kidney beans into your soup or salad.
8. Greek yogurt
Cruise the dairy aisle for low-fat options such as Greek yogurt, which is high in hair-friendly protein, vitamin B5 (pantothenic acid -- an ingredient you'll often see on hair care product labels), and vitamin D. Emerging research links vitamin D and hair follicle health, but exactly how that works isn't clear, Fishman says.
Other options: Cottage cheese, low-fat cheese, and skim milk also fit the bill.
9. Blueberries
Exotic super fruits may come and go but when it comes to vitamin C, "It's hard to top this nutrient superhero," Drayer says. C is critical for circulation to the scalp and supports the tiny blood vessels that feed the follicles. Too little C in your diet can lead to hair breakage.
Other options: Kiwis, sweet potatoes, tomatoes, and strawberries.
10. Poultry
This everyday entree is extraordinary when it comes to protein, as well as hair-healthy zinc, iron, and B vitamins to keep strands strong and plentiful. Because hair is nearly all protein, "foods rich in protein are literally giving you the building blocks for hair," Drayer says.
Other options: Lean cuts of beef are another good source of lean protein.

To little information to tell, but the common one is not eating enough.

Not eating enough of a certain vitamin
Eating lots of vitamins but not eating enough fat to absorb said vitamins
Not eating enough protein (bioten is a common thing that is lacking when you lose your hair).

Most of it comes along with not eating enough in general. Eating more usually fixes it, even if you suppressed your metabolism and you're not hungry. If you picked the minimum number on the weight loss site (1200), and you're not logging other activities and eating those calories back, I would point to that being the cause.

Keep the exercise up but fuel yourself.

The only person I've known to have this problem went to the docs with clumps of her hair falling out.... anaemia.

Add some more iron (and an iron supplement) into your diet as well as insuring you're eating enough calories to not put your body into starvation mode.

I would go to the doctors - hair loss can be a serious indicator of serious problems.

No doubt it's just an iron/some other deficiency...but it's better to be safe than sorry.

I had the exact same issue. However it was due to the fact I was not eating enough calories. I was only eating between 500-600 at day. As soon as I upped my calories to 1200+ the issue has since resolved itself.