Joseph Pilates was known to say that breathing was very important and that it was the first and last thing we do in our lives. Proper breathing brings oxygen to the muscles as well as aids in concentration of the movements.
With that being said, don’t get hung up on the breathing. Pilates does put focus on the breath during exercises, but sometimes students of the practice get hung up on the breathing instead of the movement. There are few guarantees in life but one of them is that you will inhale. Focus instead of the quality of your breathing and incorporate it into your practice to aid in movement.
Most people tend to breathe very shallow, using only the top portion of the lungs. In Pilates we focus on what is known as three dimensional breathing. Filling the lungs on the inhale to capacity; expanding the lungs and ribs into the sides of the body as well as into the back of the body. The exhale is often used at the point of exertion or at the point of most effort during the exercise. When an exercise is hard, people tend to hold the breath in, which tenses the muscles. We never want to hold the breath in during Pilates, but rather use it as a tool to initiate and create a flowing movement.