Like strength training, you will most often exhale during the phase of an exercise that involves the most exertion. However, breath is used in Pilates as a way to hold your attention; your instructor will ask you to exhale on the part of the exercise where they want you to focus your intention, which may or may not always be the hardest part of the exercise. It's OK if you mess up when to inhale and exhale in Pilates, but do you best to maintain this lateral breathing technique. Over time, it will get easier to breathe properly and at the correct times during your exercises.