Stressed and tense individuals often are recommended to change the way they breathe. However, psychophysiological effects of breathing instructions on respiration are rarely measured. We tested the immediate effects of short and simple breathing instructions in 13 people seeking treatment for panic disorder, 15 people complaining of daily tension, and 15 controls. Participants underwent a 3-hour laboratory session during which instructions to direct attention to breathing and anti-hyperventilation instructions to breathe more slowly, shallowly, or both were given. Respiratory, cardiac, and electrodermal measures were recorded. The anti-hyperventilation instructions failed to raise end-tidal pCO(2) above initial baseline levels for any of the groups because changes in respiratory rate were compensated for by changes in tidal volume and vice versa. Paying attention to breathing significantly reduced respiratory rate and decreased tidal volume instability compared to the other instructions. Shallow breathing made all groups more anxious than did other instructions. Heart rate and skin conductance were not differentially affected by instructions. We conclude that simple and short instructions to alter breathing do not change respiratory or autonomic measures in the direction of relaxation, except for attention to breathing, which increases respiratory stability. To understand the results of breathing instructions for stress and anxiety management, respiration needs to be monitored physiologically.