The aim of this paper is to review the evidence for a role for opioids as an intervention for exertion induced breathlessness with regard to exercise tolerance and breathlessness intensity. Current knowledge about exogenous opioids in exertion-induced breathlessness due to disease comes from a variety of phase 2 feasibility or pilot designs with differing duration, doses, drugs, exercise regimes, underlying aetiologies, and outcome measures. They provide interesting data but firm conclusions for either breathlessness severity or exercise endurance cannot be drawn. There are no adequately powered phase 3 trials of opioids which show improved exercise tolerance and/or exertion induced breathlessness. Low dose oral morphine seems well tolerated by most, and is beneficial for breathlessness intensity. Current work to investigate the effect on exercise tolerance is ongoing.