There are many types of pulmonary conditions including asthma, chronic obstructive pulmonary disease, lung cancer and cystic fibrosis. A common symptom of these conditions is shortness of breath, which often gets worse with exertion. Exercising can often become quite overwhelming and even scary when managing a pulmonary condition, which is why working with an exercise professional is recommended. Starting slow and finding the correct intensity during both resistance and aerobic based exercise, to ensure your oxygen saturation levels remain stable is key.