Running on a treadmill is somewhat easier physically because the ground is being pulled underneath your feet and there's no wind resistance, so that may explain the difference in the amount of calories burned. The faster you run outside, the harder you're working against wind resistance. If you want to better simulate outdoor running conditions on the treadmill, you can set your treadmill at a 1% incline.
Also, keep in mind that those calories burned displayed on treadmills are not accurate. Some reports suggest that treadmills and other cardio machines actually overestimate calories burned by up to 15-20%.
Also see: How Many Calories Does Running Burn?
Frequently-Asked Questions About Running and Weight Loss