Shin splints are a very common, fairly painful injury for athletes of all levels. While running with shin splints is certainly possible, especially in the early stages of the condition, it is not a good idea if you want to heal at all. This is an overuse injury, which means repetitive hard impacts have stressed your shins and the soft tissues beside them, causing inflammation and swelling. Continuing to run on them only adds to the painful stress and prevents the damage from healing. In some cases, the condition can actually contribute to stress fractures in your shin, which is a more serious condition that will definitely require you to stop running to avoid a full break.