I had the same problem, but it went away immediately after one simple change: stop using shaving cream. Instead, just apply warm water before you shave (it helps to do it after a shower). Before I made the change, my face was always irritable the day of a shave, and exercising would make it flare up; now, nothing. (Having a good multi-blade razor still matters though.)
Maybe you’re using the wrong cream? Using just water was much worse for me than using cream. (I’ve also found than massaging for a while to spread the cream rather than just sticking it on my face helps.)
Maybe you’re using the wrong cream? Using just water was much worse for me than using cream. (I’ve also found than massaging for a while to spread the cream rather than just sticking it on my face helps.)