Background: Although chronic breathlessness is common in life-limiting illnesses, validated feasible instruments to measure functional impact of the symptom in this population are scarce. We aimed to validate the Dyspnea Exertion Scale (DES) compared with the modified Medical Research Council (mMRC) breathlessness scale for test-retest reliability, concurrent validity, and responsiveness in people with life-limiting illness. Methods: A total of 188 participants, 66% males, with chronic breathlessness, mostly (70%) because of chronic pulmonary disease (chronic obstructive pulmonary disease) self-reported evening scores of mMRC, DES, Numerical Rating Scale (NRS), and Eastern Cooperative Oncology Group during nine days. Results: About 44% (n = 81) scored the highest score on mMRC indicating a ceiling effect not seen with DES. Both scales had moderate-to-good test-retest agreement (89% DES; 84% mMRC; P < 0.001 for both). Analyses for concurrent validity showed that higher DES and mMRC scores were correlated with higher NRS breathlessness intensity scores and Eastern Cooperative Oncology Group scores throughout the nine days. In longitudinal analyses, DES (r = 0.30; P < 0.001) was more responsive to change in NRS score during nine days than the mMRC (r = 0.16; P = 0.03). Conclusion: Compared with mMRC, DES had comparable or better measurement properties in terms of test-retest reliability and concurrent validity and could be used as a discriminative tool in this population, but both scales are too insensitive to change to be used as an outcome in clinical trials.