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Athletic shoes lose their ability to absorb shock after about 500 miles of wear, so replace them when needed with high-quality running or cross-training shoes. A shock-absorbent surface on which you exercise can reduce shin splints. Avoid running on pavement if you can. {relatedarticles}To ease the pain of shin splints, you don't need to stop exercising altogether. Switch to low-impact activities, like swimming or elliptical training. Ice helps alleviate pain and swelling, and stretching calf muscles before exercise can prevent and treat shin splints.