Well, then it is likely psychological dyspnea...
Here is a link that goes into some detail...and provides a link which has a test to check your O2/CO levels...
I am not on my PC...so I can't make the link active...sorry...you'll have to copy and paste.
https://m.reddit.com/r/Anxiety/comments/1e3qqv/how_to_fight_air_hunger/S.C.