Dyspnea is a frequent and distressing symptom for people with cardiopulmonary disease. Activity tolerance with presumably less dyspnea has been shown to increase after patients have been exposed to higher than usual dyspnea in a safe, monitored environment. Authors have suggested this decrease in dyspnea with activity may be due to a process of "desensitization" to the anxiety associated with the shortness of breath. The use of desensitization for other symptoms and phobias has evolved over time from an exposure-anxiety approach to a coping-mastery paradigm, labeled by some as guided mastery. This article reviews selected research studies that have used desensitization and guided mastery to treat other symptoms and phobias. Components of these two approaches are described and clinical strategies incorporating the two techniques with pulmonary patients during exercise-induced dyspnea are presented. A conceptual model that relates the two treatment approaches to the perception of the symptom and health outcomes is proposed.