I am not much of a runner; most of my aerobics exercise is done on stationary bikes or elliptical machines. Yeah, pretty lame, I know. High impact activity is no friend of my knees. However, during the beer flu lockdown I have been doing more running than usual. My kids ride their bikes and I jog to follow them. Obviously, running while wearing a belt and AIWB holster is not a pleasant experience. However, there is certainly no good reason to run unarmed as there are many options. A lot of people seem to feel rather invulnerable while running. The truth is, getting accosted by predators or aggressors of the two legged or four legged variety is not terribly uncommon when people are exercising.
The first thing I will say, however, is most people will probably find carrying a full-size duty pistol while running to be difficult. I encourage carrying as much gun as possible, but while doing vigorous exercise like running this is a challenge. Exercise is one of the instances where small and light-weight guns really shine, my preference being a small revolver. Is it my preferred carry gun? No. But, is five rounds of 38+P a hell of a lot more than no rounds of anything? Damn right. Whether accosted by a couple of thugs while on the trail, or if attacked by a thug of the four-legged furry variety, it is a gun that can get you out of a jam.
So, settling on a small and light-weight gun is going to be necessary for most people. After this consideration, consider how to carry it. Realistically, there are three possibilities for carry while running: a fanny pack/chest pack solution, a holster with a fabric clip, or a belly band. All three are viable and will require consideration for each individual.
Personally, I am not a fan of fanny packs or the assortment of packs that can be worn over the chest, similar to a sling bag but worn on the front of the body. I find wearing any such contraption annoying. However, a lot of folks have good luck with these, especially fanny packs. A light-weight gun in a fanny pack does not add much weight to your run, and these packs can also provide space for carrying your keys, pepper spray, or any other things you need along with you.
If you use a gun that is not heavy, using a holster that clips to the fabric of your running shorts is an option as a good holster of this design can be supported even with just the tension of a draw string, no need for a belt. However, if you opt for this solution I highly advise that you fully test it before running with it. Be sure that the holster does not work loose and drop to the ground during activity.
The third option, and my preference, is to use a belly band. I prefer the belly band because it is absolutely secure and it remains well concealed. The most notable down side of the belly band is it can get a bit hot around your mid-section because the elastic material holds in more head than does light exercise clothing. However, I think that is an easy compromise for the benefits offered.
Most belly bands are designed with only a fabric pocket for carrying the gun, although some options provide an actual kydex holster that can be attacked to the band. I am not a fan of carrying a striker-fired gun in a regular belly band with only a fabric, sown-in, holster, but these are safe when using a double-action revolver or double-action auto. In my own case, the small revolver rides securely and safely in such a belly band.
The other thing I like about the belly band option is that it facilitates comfortable carry of other items. My exercise belly band carries my Ruger LCR, and a small fixed-blade, the TDI LDK knife. This particular band also has a zipper pouch that affixes to the band via hook and loop and I keep a tourniquet in this pouch. Therefore, just on the belly band, I have the most essential tools I wish to have on my body.
I also have a small Remora magazine pocket pouch that holds a speed strip for the revolver and a small flashlight that I typically keep in my gym shorts pocket and it does not bother me even when running. I also have pepper spray on my keys, which ride tucked into my shorts without issue. I highly advise carrying OC spray while running as the possibility of running into aggressive dogs is also rather high, thus making the use of OC that much more likely. However you choose to carry it, find a way to incorporate OC spray into your exercise setup.
There is simply no reason to run without being armed. Put some effort into your choices and make carry part of your exercise routine.