@anamur-- I don't think that's a good idea. I know some people use creams with tea tree oil as a yeast infection remedy. It's not such a bad idea considering that tea tree oil has strong anti-fungal and anti-bacterial properties and can treat skin.
But the oil itself shouldn't be used, especially when it's not diluted with another ingredient because it will irritate skin. Especially not on a sensitive area like the genitals.
Also, don't use any remedy oil or cream for yeast infection itching without testing it on your arm or hand first. You might have allergies you don't know about.