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I am trying to start running. I live in the city. I see many people running on a sidewalk next to 4 lane street/avenue.

I could help but asking myself the question, is this running healthy given the exhaust fumes from all the cars? It's like putting your mouth on an exhaust pipe!

Still, the people who run on sidewalk are so numerous. Am I wrong for thinking this is unhealthy or are they wrong for running?

(I can't afford a treadmill or a gym membership).

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Though we live in a society where avoiding pollution completely is not possible, we can minimize it to an extent. Why not to tray some trail, or a playground and so a few rounds of it? Also, running on soft grounds is good for your knees compared to sidewalks. The issue could be also avoided with a goo pair of shoes, but then it's up to your convenience. If nothing helps, get a jumping rope and start skipping in any area away from instant pollution.

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The Mayo Clinic suggests that you try and avoid exercising in the highest pollution areas (e.g. within 50 feet of a roadway), if it is possible to do so.

A study (behind paywall, sorry) from the New England Journal of Medicine suggests that:

The pathways linking air pollution exposure to the increased severity of exercise-induced ischemia observed in this study are unclear.

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Short answer (expanded more here), the effects of the air pollution are bad, but are outweighed by the benefits of exercise. More worrying is the increase in mortality from exercising next to vehicles that consist of a ton of solid material traveling at a speed of over 25 MPH, although that's less of an issue on a sidewalk than on the street itself.

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