A runner's high is a subjective sense of well-being some humans experience after prolonged exercise. For decades, it was hypothesized that exercise-induced endorphin release is solely responsible for a runner's high, but recent evidence has suggested that endocannabinoids also may play a role. Here, we demonstrate that wheel running increases endocannabinoids and reduces both anxiety and sensation of pain in mice. Ablation of cannabinoid receptor 1 receptors on GABAergic neurons inhibits running-induced anxiolysis, and pharmacological blockage of central and peripheral cannabinoid receptors inhibits analgesia. We thus show for the first time to our knowledge that cannabinoid receptors are crucial for main aspects of a runner's high.