I occasionally do. But I run with it in my hands so it's actually not very efficient...other times I have water waiting for me when I go a lap. That's easier for me. However I run in my neighborhood so it's not necessarily practical unless you do as well. If you run on trails and things of that sort, then it might would be best to carry one or possible carry it in a backpack. The extra weight would make it harder to run, however it would help you in the long run. (Pun not intended)