Breathing at a frequency of around 0.1 Hz is widely used in basic research and in applied psychophysiology because it strongly increases fluctuations in the cardiovascular system and affects psychological functioning. Volitional control of breathing often leads to hyperventilation among untrained individuals, which may produce aversive symptoms and alter the psychological and physiological effects of the paced breathing. The present study investigated the effectiveness of a brief anti-hyperventilation instruction during paced breathing at a frequency of 0.1 Hz. Forty-six participants were randomly assigned to one of two groups: a group given an anti-hyperventilation instruction and a control group without such an instruction. The instruction asked participants to avoid excessively deep breathing and to breathe shallowly and naturally. Participants performed the breathing task for 10 min. Hyperventilation was measured by partial pressure of end-tidal CO
2
(PetCO
2
); furthermore, symptoms of hyperventilation, feeling of air hunger, task difficulty, and affective state were measured by self-report. The results showed that paced breathing without instruction decreased PetCO
2
by 5.21 mmHg and that the use of the anti-hyperventilation instruction reduced the drop in PetCO
2
to 2.7 mmHg. Symptoms of hyperventilation were lower in the group with the anti-hyperventilation instruction. Neither the feeling of air hunger nor task difficulty were affected by the instruction. There were no significant effects of the instruction on affective state. The present study indicates that a brief anti-hyperventilation instruction may be used to decrease drop in PetCO
2
and symptoms of hyperventilation during breathing at 0.1 Hz and that the instruction is well tolerated.