Dyspnea is a common symptom in patients with lung cancer, as well as those with other advanced cancers. It is common at the time of diagnosis of lung cancer and also during the last 3 months of life for patients with advanced cancers. Dyspnea is a subjective experience of breathing discomfort that varies in intensity and is often described as breathless or air hunger. It may not be associated with hypoxia or objective lack of air transfer. The prevalence of dyspnea in those with lung cancer ranges from 45% to 75%. Seventy-three percent of patients with malignant pleural mesothelioma report dyspnea. It is important to understand the impact of dyspnea on the patient’s quality of life, the intensity of the symptom, and the distress it causes. Treatment should start with nonpharmaceutical interventions and consultation with palliative care specialists is recommended, especially if pharmaceutical interventions are needed.