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Objectives To explore the lived experiences of anxiety related to breathlessness in patients who are receiving specialist palliative care for advanced chronic respiratory disease (CRD), such as chronic obstructive pulmonary disease and interstitial lung diseases.Design This qualitative exploration formed part of a mixed-methods feasibility study of a novel intervention. Participants receiving specialist palliative care for CRD engaged in semi-structured interviews. Data were analysed using thematic analysis.Setting Two hospice sites in a single UK region.Participants 11 participants were included in the analysis (7 male participants and 4 female participants with an age range of 49–75 years). Ethnicities were self-reported as white British (n=8) and Asian/British Asian (n=3).Results Three key organising themes emerged: (1) Understanding my breathlessness—participants described their breathlessness as progressive, frightening and restrictive. (2) Understanding my anxiety—described as emotional distress with a profound physical component, often compounded by external life stressors. (3) Vicious circle interlinks breathlessness and anxiety—a circular bi-directional relationship where anxiety could not be separated from breathlessness. Participants often employed non-pharmacological strategies to manage both their anxiety and breathlessness interdependently.Conclusions Our findings provide insight into the intricate relationship between anxiety and breathlessness in patients with a range of CRD. There is an ongoing need for holistic support for patients with anxiety related to breathlessness in non-malignant conditions.