The purpose of this article is to bring attention to breathing as a behavior that can be modified by means of Pavlovian and operant principles of control. With this aim in mind, this paper (a) reviews a selection of early and recent conditioning studies (Pavlovian and operant paradigms) in respiratory psychophysiology, (b) discusses the bidirectional relationship between breathing and emotion/cognition, and (c) discusses theoretical and applied implications that point to new directions for research in the laboratory and clinic. Emphasis is placed on dyspnea/suffocation fear and the acquisition of anticipatory dyspnea/suffocation fear in panic, anxiety, and stress disorders and their concomitant cognitive deficits. Discussions throughout the article focus on research relevant to theory and application, especially applications in programs of remedial breathing (breathing retraining) designed for the treatment of psychophysiological disorders (e.g., panic, anxiety, and stress) and the accompanying cognitive deficits that result from cerebral hypoxia induced by conditioned hyperventilation.