Dyspnea is a common and distressing symptom experienced by 19%-51% of patients with advanced cancer. Higher incidences are reported in patients approaching end of life. While the prevalence of dyspnea has been reported to be as frequent as pain in people with lung cancer, less attention has been paid to the distress associated with dyspnea. This review of the literature was undertaken to investigate how dyspnea has been assessed and whether breathlessness in people with lung cancer is distressing. Using a predetermined search strategy and inclusion criteria, 31 primary studies were identified and included in this review. Different outcome measures were used to assess the experience of dyspnea, with domains including intensity, distress, quality of life, qualitative sensation, and prevalence. Overall, the studies report a high prevalence of dyspnea in lung cancer patients, with subjects experiencing a moderate level of dyspnea intensity and interference with activities of daily living. Distress associated with breathing appears to be variable, with some studies reporting dyspnea to be the most distressing sensation, and others reporting lower levels of distress. However, taking into account the prevalence, intensity, and distress of dyspnea, the general consensus appears to be that the experience of dyspnea in people with lung cancer is common, with varying degrees of intensity, but involves considerable unpleasantness. Thus, if dyspnea and pain are both distressing sensations for people with lung cancer, this has potential implications for both clinical and academic areas with regards to both management strategies and further research.