Each time the foot contacts the ground during running there is a rapid deceleration that results in a shock wave that is transmitted from the foot to the head. The fatigue of the musculoskeletal system during running may decrease the ability of the body to absorb those shock waves and increase the risk of injury. Insoles are commonly prescribed to prevent injuries, and both custom-made and prefabricated insoles have been observed to reduce shock accelerations during running. However, no study to date has included a direct comparison of their behaviour measured over the same group of athletes, and therefore great controversy still exists regarding their effectiveness in reducing impact loading during running. The aim of the study was to analyse the acute differences in stride and shock parameters while running on a treadmill with custom-made and prefabricated insoles. Stride parameters (stride length, stride rate) and shock acceleration parameters (head and tibial peak acceleration, shock magnitude, acceleration rate, and shock attenuation) were measured using two triaxial accelerometers in 38 runners at 3.33 m/s before and after a 15-min intense run while using the sock liner of the shoe (control condition), prefabricated insoles and custom-made insoles. No differences in shock accelerations were found between the custom-made and the control insoles. The prefabricated insoles increased the head acceleration rate (post-fatigue, p = 0.029) compared to the control condition. The custom-made reduced tibial (pre-fatigue, p = 0.041) and head acceleration rates (pre-fatigue and post-fatigue, p = 0.01 and p = 0.046) compared to the prefabricated insoles. Neither the stride nor the acceleration parameters were modified as a result of the intense run. In the present study, the acute use of insoles (custom-made, prefabricated) did not reduce shock accelerations compared to the control insoles. Therefore, their effectiveness at protecting against injuries associated with elevated accelerations is not supported and remains unclear.