Don’t worry – you won’t have a heart attack. Shortness of breath is a condition that makes it difficult to breathe deeply enough to fill your lungs with air. This can happen at any time during exertion such as exercise, anxiety, and also during a sexual encounter.
A shortness of breath can be especially disconcerting if it happens during sex and brings on a bout of coughing. Sexual activity is an exertion which makes demands on your heart, lungs and blood pressure.