These are some good information from baby centre about baby hair loss:
Babies often lose their hair during the first few months, the reason for this is hormones – before birth, your baby had high levels of hormones in his body from you. After he was born, these levels started to drop; causing his hair to enter a resting state, which means it isn’t growing any more.
This resting hair will then fall out when your baby’s hair enters a new growth cycle, as new hair comes up underneath and pushes it out. Your baby’s hair may look patchy for a while, but new, stronger hair is gradually growing through.
Your baby may also have bald patches on his scalp from sleeping in the same position, or from rubbing his head against his mattress or car seat. Once he starts sitting up her hair will grow back.
There's nothing you can do about your baby’s hair loss, except let time pass until it grows back, but if your baby is still losing a lot of hair after 6 months, it is recommended that you should talk to a Doctor about it.