Chronic obstructive pulmonary disease (COPD) is a respiratory disease with high prevalence. Many factors contribute to its development, and probably that leads to its various clinical pictures. Inflammation is the mechanism responsible for the structural alterations in the lungs. Despite its heterogeneity, there are a couple of primary symptoms characterizing it, which are chronic and productive cough and dyspnea. The understanding of dyspnea in COPD is based on theories deriving from the interaction of a network formed between the cardiorespiratory and the neuromuscular system and their receptors. Many factors contribute to its occurrence, making it complex and giving it a very subjective character for a person to perceive. Various methods are used to study COPD. Non-invasive ones seem to attract attention nowadays. One of them is the exhaled breath condensate. It is a biofluid with rich content, which can capture a picture of the pathological processes happening in the lungs. Its study has shown that some markers of inflammation and oxidative stress, such as 8-isoprostane and H2O2, are elevated and able to connect dyspnea and inflammation. Additionally, they seem to provide information of the ongoing inflammatory process in the lungs as well as a picture of the severity of the symptoms. This evidence may enhance the association of dyspnea with dysfunctional breathing. Despite these interesting findings, further research is necessary both in dyspnea and inflammation in COPD to clarify their mechanisms and connective pathways. The utility of non-invasive techniques such as the exhaled breath condensate could be of significant help, but its establishment in the medical field requires extra studies.