- .Lv 79 months ago
That's a personal preference. I'd think compression shorts would be fine, but plenty of guys don't wear compression shorts. I've not ever heard mention of guys wearing a jock for running, and have not noticed them for sale in my local running store (but I've also not really looked at the men's undergarment area). Many guys may find that the shorts (compression or not), and their regular underwear, provide enough support.