Choose the yarn color and thickness for the scarf. Wool and thick wool yarns are popular and available at most craft stores. Decide how long the scarf will be. This is entirely a personal choice and depends on how many times the scarf will be wrapped. Write down the desired length of the scarf.
Cast the yarn onto the round or board loom using a cast-on or e-wrap stitch. For a thicker scarf, e-wrap the yarn all the way around the loom or from one side to the other on a loom board. If a specific width is desired for the infinity scarf, wrap only the pegs desired to reach the width measurement.
Continue wrapping and knitting off the e-wrap stitches on the loom. Measure the length of the scarf occasionally to ensure the desired length is reached. When the desired length for the scarf is reached, it is time to cast off the project from the loom.
Cast off the yarn from the loom by moving the yarn from one peg to the next peg over and knitting off that peg. Do this until all pegs are knitted off the loom. Using a darning needle, connect the ends of the scarf together. This creates the infinite loop known as the infinity scarf.