The sporty star picked up the hobby after spending time with his sister Maggie's actor husband at their home in Brooklyn, New York and he now exercises in special gym shoes designed with super-thin soles.
He says, ""I like barefoot running. My brother-in-law is a big barefoot runner, he runs barefoot in Brooklyn occasionally.
""I run with minimalist shoes, which are shoes which basically protect you from getting any sort of disease, or a pin in your foot or glass in your foot, which actually helps your running style because when you run with thick heels, I think a lot of people are eventually prone to injury. You run as fast as your body can handle.
And Gyllenhaal reveals he's set himself a new life goal - he wants to one day complete a marathon.
He adds, ""I have not run a marathon (but) yes, I would like to.""