After four years, 40,000 km, and 33 pairs of shoes, Jesper Olsen, 41, has completed running a lap around the world at Cape Spear, Newfoundland and Labrador.

The Danish runner finished the last few minutes of his epic run on a foggy, uphill section of road which led to the cape on Saturday afternoon.

Jesper Olsen says he's made history with his very long run. (CBC )

After he paused to catch his breath, Olsen said he had made history as the first person to run around the world from north to south.

The long distance runner and political scientist started his north to south run in Nordkapp, Norway in July 2008.

His trek took him through Europe, the Middle East, Africa, South America, North America, over all types of terrain, and head first into dozens of different cultures.

Olsen racked up distances ranging from 10 km per day, when he was stricken with malaria in Africa, to his 195 km, 28 hour final stretch ending at Cape Spear.

Runners says he's set two world records

Olsen said he's also the first person to run two laps around the world. He had run a previous east to west circumnavigation, which he found less rigourous than the route he just completed.

"It's much, much easier because it's through western countries. It's from Europe, Russia, Siberia, which is difficult but not as difficult," said Olsen. "Australia, North America and back through London - much, much easier."

After four years of long distance running, Olsen plans to celebrate by heading back to Norway to relax.

"To me it's just as exciting to go home, go to the supermarket every day, stay at the same place. I look immensely forward to it," said Olsen.