Research suggests asthmatics are less likely to exercise out of fear of setting off an attack. In actuality, airborne allergens, allergic reactions and respiratory infections are all far more common triggers of the condition. So go ahead and stick to your sweat sessions — just remember to pack your rescue inhaler for the gym. Inhalers help relax and open airways, especially during strenuous exercise, says Dr. William J. Calhoun, an asthma expert at UTMB.