Globally, engagement of patients in the self management of disease and symptom problems has become a health policy priority to improve health outcomes in cancer. Unfortunately, little attention has been focused on the provision of self-management support (SMS)in cancer and specifically for complex cancer symptoms such as breathlessness. Current management of breathlessness, which includes treatment of underlying disease, pharmacological agents to address comorbidities and opiates and anxiolytics to change perception and reduce the sense of breathing effort, is inadequate. In this perspective paper, we review the rationale and evidence for a structured, multicomponent SMS program in breathlessness including four components: breathing retraining, enhancing positive coping skills, optimizing exertional capacity and reducing symptom burden and health risks. The integration of SMS in routine lung cancer care is essential to improve breathlessness, reduce psychological distress, suffering and improve quality of life.