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Apart from the Sanctuary there are some walking trails that run parallel to main roads - Kamuzu Procession comes to mind - but you're probably looking at road running. There aren't any sidewalks which means you're running on dirt shoulders and must remember the general rule of the Malawian road: smaller gives way to bigger. This doesn't not mean you will be jumping into the ditch all the time - there usually isn't that much traffic - but you should be prepared to take to the ditch if necessary. Apart from the traffic issue, personal safety wasn't a much of issue while I was in Malawi (1994-1996). Running after dark probably isn't recommended but muggings were very unusual and I believe that is still the situation.