Bodily knowledge has attracted significant attention within the humanities and other related fields over the last two decades. Although theoretical discussion on bodily knowledge in the context of physical education has been active over the past 10 years, these discussions lack clear conceptual analyses of bodily knowledge. Using a phenomenological approach, the purpose of this paper is to clarify the notion of bodily knowledge, furthering epistemological discussions of the topic within reflective, embodied practices. Instead of seeing bodily knowledge inherently connected to the acquisition of motor skills or improving physical fitness, we will discuss physical training as a reflective, embodied process that can turn sensuous information about the moving body into knowledge. Using outdoor running as an example, we describe the process of forming bodily knowledge, which includes: (1) the exploring and identifying of movement qualities, (2) developing capabilities of registering changes in the body and (3) directing and modifying one's own training processes based on bodily findings. Contextualizing this epistemological discussion with adults' recreational physical activity, this paper argues that bodily knowledge can cultivate individuals to trust their own body awareness and embodied responses to take more responsibility for their own physical exercise. When biomedical knowledge of the body in sport sciences tends to shrink the body to physiological attributes, such as muscle mass and fat percentage, our analysis stresses the agency of the lived body as a source of knowledge in physical activity.