Smart coding or what?

Take a look at the following piece of code. Isn't it interesting to find a new Thread class instantiated and on which start is invoked right away. Make a notice of run method. Is that a smart way of coding or displays lazy manners of the programmer.

private void execute(final Request request) {
      new Thread(new Runnable() {
         public void run() {
            request.execute();
         }
      }).start();
   }