The alveoli have many capillary veins in their walls. Oxygen passes through the alveoli, into the capillaries and into the blood. It is carried to the heart and then pumped throughout the body to the tissues and organs.
As oxygen is going into the bloodstream, carbon dioxide passes from the blood into the alveoli and then makes its journey out of the body. This process is called gas exchange. When a person breathes shallowly, carbon dioxide accumulates inside the body. This accumulation causes yawning, according to York University.