You Are Using a Setting Spray
While it might seem easy and fabulous to spray your face with a setting spray when you are done applying your makeup, all sprays are not created equal. Many typically use alcohol as a main ingredient.
These sprays act like hairspray on the face and can cause drying and irritation. Choose a spray that is alcohol-free if you are prone to dryness, and look for hydrating and nourishing ingredients on the label. My favorite one is Too-Faced Hangover 3-in-1 Replenishing Primer & Setting Spray ($32).