The reality star, who partnered with Dick's Sporting Goods for National Runners' Month, says exercise gives him "peace of mind" when dealing with life's difficulties

For The Bachelor's Matt James, the last 14 months involved not only a pandemic and social unrest, but the broadcasting of his love life on television for the world to see — and scrutinize.

After breaking up with his final rose recipient Rachael Kirkconnell following the unearthing of racially insensitive photos of the 24-year-old at an antebellum-themed party in 2018, James, 29, tweeted about looking for a therapist. (James and Kirkconnell have since been spotted together and he told PEOPLE he's "focusing" on their relationship.) The former college football player also turned to running as an outlet for his mental health.

"Everything that has been going on in my life and everything that's gone on in the country over the past year — from a social justice and from a COVID standpoint — exercise is something that's kept my mental health in the right place," James tells PEOPLE of his who partnership with Dick's Sporting Goods for May's National Runners' Month #SeeYouOutThere campaign. "A lot of people have therapists, and that's something I've explored and it's been extremely helpful. Another way of having that peace of mind for me is exercising because when I'm taking care of myself from a physical standpoint, it cycles into the mental."

The North Carolina native admits he didn't do much running while filming The Bachelor last fall at Nemacolin Resort in Farmington, Pennsylvania.

"I'm not going to lie, it was kind of cold," he says. "I had a skateboard ramp, so I was doing a lot of skateboarding. But the exercise facilities there are top-notch so I was a serial Peloton-er. I was on my Peloton bike a lot. And when it wasn't terribly cold, I would get out there and run."

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James calls the sport "one of my favorite activities" because "it doesn't have to look like one thing."

"I think a lot of people have a preconceived notion of what a runner looks like," the reality star says. "There's not a prototypical runner. Everyone looks like a runner and everyone can enjoy it. It's an inclusive thing, and that's why I enjoy it so much."

Matt James The Bachelor
Credit: Craig Sjodin/ABC

James has even started training for a marathon. "I'm doing everything virtual," he explains of the process. "[Bachelor Nation's] Andi Dorfman has an incredible running app that I've been using and training for the marathon. I've been able to tap into a bunch of other runners virtually and see what they've been doing to make sure that we're keeping each other accountable. And I'm eating right."

James, who founded nonprofit ABC Food Tours with his best friend Tyler Cameron, says that marathon training doesn't keep him from the occasional indulgence, though. "When you're burning this many calories, you can get away with having a cheeseburger here and there," he says. "So I've definitely taken full advantage of that."