Abstract: We extend the adiabatic regularization method by introducing an arbitrary mass scale μin the construction of the subtraction terms. This allows us to obtain, in a very robust way, the running of the coupling constants by demanding mu-invariance of the effective semiclassical (Maxwell-Einstein) equations. In particular, we get the running of the electric charge of perturbative quantum electrodynamics. Furthermore, the method brings about a renormalization of the cosmological constant and the Newtonian gravitational constant. The running obtained for these dimensionful coupling constants has new relevant (non-logarithmic) contributions, not predicted by dimensional regularization.