Feeling tense and anxious makes breathing more difficult. Being tense is like trying to untie a knot by pulling at both ends. Relax, and the knot almost unties itself. Progressive relaxation in which you first tense and then relax muscle groups is an effective way to achieve a heightened state of relaxation. Certain exercises that strengthen the lungs can be very helpful.
Swimming is best, especially the breaststroke.
Aerobic dancing has also been found to be helpful to asthmatics. Start all exercise programs slowly, take breaks when you feel a need for them, and don't overdo it. Perhaps the most common substance to trigger asthmatic breathing is the feces from the house dust mite. Vacuum as much as possible. When you vacuum rigorously, it can become an aerobic exercise, which in itself is therapeutic.