My guess is you are not eating enough to replace the calories you burn off by running. Not sure where you are training or how much mileage, but running a lot of miles, particularly at hard effort and/or in hot conditions, can suppress appetite for some people for up to several hours. Plus people who are naturally thin probably tend to gravitate to distance running, so quite a few marathoners are skinny people who struggle to keep their weight up.... I find I have less trouble with this as a triathlete than I did when just running--swimming tends to stimulate my appetite! Not much bigger but more of it is muscle and I eat a lot more, maybe because you tend to do more total training volume with three sports than one.
I would try working out approximately how many calories you need given your body size, gender, general activity level, and training, and use an app like My Fitness Pal to make sure you are eating close to that amount. If finding time to eat is a problem, adding more foods that are dense in calories but healthy, like nuts, dried fruit, nut butter, and whole grains, can be helpful. I'm a teacher who often has limited time to eat lunch--I'm doing the opposite of people on a diet, trying to locate the max number of calories I can eat in 10-15 minutes! As much as possible, I try to make those healthy calories but....if you're naturally thin and training hard, you can afford the occasional "treat"--probably better than training on too few calories, which can impair recovery. They're not a regular part of my diet, but if I'm craving cheesecake, french fries, or chocolate, I'm going to have some!
Protein supplements can be useful for recovery in situations where you don't have time or don't feel like eating a proper meal in the 30-60 minute "window" where it is most useful for your body after a workout. I tend to use them
(stirring into smoothies
) after a hard or long run in the heat, when I just don't feel like eating and can't get the calories or protein down any other way, or if I want to eat later
(for example, meeting a friend for brunch a few hours after a long ride
). I don't often use them when not living in the tropics; occasionally after a race if a recovery drink is available, because I find it easier to eat a recovery snack or meal with real food. In general, you want to get your calories, protein, and other nutrients mainly from real food, not processed supplements.