Running has psychological as well as physical benefits.
You put in a lot of physcial effort when you're running, which releases tension, combats stress, anxiety, worries and anger. It also gives you a change of scenery, if you go out for a run with friend(s) and find a quiet, peaceful spot to run in, far away from noise and pollution (by a river, along the beach, in woodland etc).
Now for a bit of biology. When you run, you secrete adrenaline, which drives you on, and after a while you also secrete massive amounts of endorphins which make you feel so euphoric after a run. Get addicted to happy hormones!