Behavioural addictions may negatively impact athletic performance and overall health. Little data exist on endurance runners. We conducted a cross-sectional survey study in endurance (≥21.1 km to 42.2 km) and ultra-endurance runners (≥42.2 km), screening for alcohol misuse, substance use (SU), gambling, and exercise addictions (EA) while assessing potential associated risk factors. Statistical analysis included descriptive statistics, the Kruskal–Wallis H-test with post-hoc Dunn´s test, a Multivariable Logistic Regression model, and a CatBoost Classifier, with model interpretability techniques such as Shapley Additive Explanations (SHAP) and Partial Dependence Plots (PDPs). Of 601 runners, 222 were females (37%); their mean age was 42.8±10.1 years; 28.6% screened positive for alcohol, 26.1% for SU, 18.1% for EA, and 8.0% for problematic gambling. SU was more prevalent among female runners (p = 0.02) and half-marathoners (p = 0.007), whereas gambling was more common among men (p = 0.02). Women reported higher EA than men (p < 0.001). Risk factors for alcohol misuse included younger age (25–33 years, p = 0.007), fewer workouts (p = 0.025), and higher income (p < 0.001). SU risk was associated with competition frequency (p = 0.011), injury-related absences (p = 0.002), and EA (p = 0.044). SU included caffeine, cannabis, nicotine, cocaine, ecstasy, and solvents. Gambling risk was associated with younger age (p < 0.001) and EA (p = 0.049). More workouts (p = 0.025) were related to higher EA. Based on these results, we recommend raising awareness, implementing broader screening programmes, and providing educational and support for athletes and staff.