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Runner's high

Scientifically speaking, runner's high is understood to be caused by what is called endorphins, which are "chemically similar to morphine, that the brain releases to relieve pain" (Womensheart.org).

And Wikepedia explains it in greater detail (you've got to look up the dictionary for all the medical terms):

Endorphins are endogenous opioid polypeptide compounds. They are produced by the pituitary gland and the hypothalamus in vertebrates during strenuous exercise, excitement, pain and orgasm, and they resemble the opiates in their abilities to produce analgesia and a sense of well-being. Endorphins work as "natural pain relievers", whose effects may be enhanced by other medications.

And this article, Exercise and Depression (Webmd.com), explains why "runner's high" is good for you:

Endorphins also trigger a positive feeling in the body, similar to that of morphine. For example, the feeling that follows a run or workout is often described as "euphoric." That feeling, known as a "runner's high," can be accompanied by a positive and energizing outlook on life.

Endorphins act as analgesics, which means they diminish the perception of pain. They also act as sedatives. They are manufactured in your brain, spinal cord, and many other parts of your body and are released in response to brain chemicals called neurotransmitters. The neuron receptors endorphins bind to are the same ones that bind some pain medicines. However, unlike with morphine, the activation of these receptors by the body's endorphins does not lead to addiction or dependence.