Disproportionate breathlessness is a term that is used synonymously with dysfunctional breathing and idiopathic hyperventilation in the absence of chest disease. In the presence of chest disease, it may not be possible to use these three terms interchangeably. We report a case of a patient with documented asthma but breathlessness that was out of proportion to the measured lung function or exercise tolerance. The breathing pattern was abnormal and was characterized by the need to take frequent deep sighs, which increased in frequency during incremental exercise, despite increasing respiratory rate and tidal volume. Treatment with physiotherapist-led breathing retraining resulted in an improvement in the sigh rate and breathlessness scores. Disproportionate breathlessness and deep sighing breathing are part of the spectrum of conditions that comprise dysfunctional breathing and can cause symptoms that may be wrongly attributed to asthma.