Your knees comprise delicate tendons and ligaments that hold together and interconnect with your leg muscles. A common running injury to the knee is runner's knee or a dull pain behind the knee cap. This is usually attributed to strength imbalances in the thighs, which causes cartilage to grind against the kneecap. Incorporating lower body strength training into your workout will help solve runner's knee. You may also suffer shock injuries or tears to the ligament or tendon. All of these are risks of running in general, though, and aren't more likely from a treadmill.