Stress is a common asthma trigger. When you have stress and asthma, you might feel short of breath, anxious, and even panicked. Stress may cause your asthma symptoms to worsen and cause you to feel frightened. As the wheezing and coughing gets worse, your health becomes one more reason to worry. Asthma, stress, and anxiety make for a vicious circle, and one that can spiral downward quickly.