Whether you're using a spray or powder, you're pretty much guaranteed to breathe in some of the dry shampoo during the application process. We've already discussed the toxic ingredients that are commonly used in dry shampoo above, and you really don't want to be breathing any of that in. Since breathing in at least a little bit of dry shampoo is unavoidable, you should use a brand with safe ingredients in order to reduce your risk of allergic reactions or other long-term health issues.