The heat in our body, known as body heat doesn't come from somewhere, we generate it through processes. Body heat is generated during metabolism, a process where we obtain energy from the food we consume.
- As a rule, energy, is heat.
Therefore, when you say, "<em>I lost a lot of energy running</em>", is the same as saying "<em>I lost a lot of heat running</em>", because while you run, your body needs energy, and the excess energy is released into the environment, in the form of heat.
Hope it helped,
BioTeacher101