I think you are refering to Lembah Kiara at Taman Tun. Indeed it's a nice place to jog. It even has soft running tracks. With greens, lake, man-made waterfall and fountain there, there isn't anything else to ask from it.

Enter Taman Tun from the Balai Bomba area and go straight till you reach a traffic light. VADs (previously IBM) is on your right. Go straight a little further. Trelessis apartment is on your left. At the end of it, turn left and go straight a little. You will reach a school on your left. Lembah Kiara is just opposite it on your right. Beware of monkeys though.