Active sampling in the olfactory domain is an important aspect of mouse behaviour. Numerous methods are being used to measure active sampling behaviour, yet reliable observation of respiration in untethered, freely moving animals is challenging. So far, methods for measuring this have largely been restricted to head-fixed sniff monitoring, which makes it difficult to understand how sniff changes are related to natural mouse behaviour. Here, we implant a telemetry-based pressure sensor into the right jugular vein, which allows respiration to be measured via wireless thoracic pressure sensing in awake and freely moving, untethered mice. After verifying this technique against standard head-fixed respiration measurements, we investigated respiration patterns across a range of experiments in freely moving animals. Respiration frequency increased as mice voluntarily explored novel environmental cues. Combining wireless respiration measurements with EEG/EMG recording, we then used an evolving partial coherence analysis to uncover the direct relationships between respiration and brain activity in different frequency bands over the same exploration period. Finally, we examined respiration patterns across different vigilance states, revealing changes in passive respiration frequency across wakefulness, deep (NREM) sleep and dreaming (REM) sleep, and odour-triggered respiration increases in the absence of brain activity changes during NREM sleep. As it can be combined with behavioural assays and brain recordings, we anticipate that wireless respiration monitoring will be a valuable tool to increase our understanding of how mice use olfaction to process and interact with the environment around them.