When we walk slowly, the muscles in our body are not in a hurry, so they burn the calories slowly, i.e., the power, rate at which energy is required, is less. So burning carbohydrates in blood would be sufficient to produce this power. When we run, our body requires more power, and so to meet the energy requirement at this rate, the muscles burn the fats as blood sugar cannot meet the needs. Fats can release more energy. So when we run, we burn the fat calories, which is our aim in dieting.