Answer:
There actually multiple, but the main ones include dopamine, serotonin and endorphins.
Dopamines are chemicals released by nerve cells in your brain, and most of them play a major role in your brain's reward and motivation centre.
Serotonin is a very complex chemical that boosts many different parts of your brain, but in general you can just that the release of this chemical follows with feelings of well-being and happiness.
Endrophins are chemicals released in response to pain, in one way they are the natural morphine of the body. Their main task is to inhibit the communication of pain signals. They also may produce a feeling of euphoria, similar to other opioids.
Due to the positive effects of these chemicals is also why they're highly addictive, especially in the form of drugs, and in the case of endorphins, self-harm.