In heart failure (HF) patients, dyspnea (shortness of breath), a key contributor to and the strongest predictor of a chief reason for hospital readmission with fatigue, are the primary reasons for modification in function leading to decreased physical activity (PA). Dyspnea and fatigue lead to activity avoidance, subsequent muscle de-conditioning, and further increases of dyspnea at even lower levels of activity. Depression, because of its moderate relationship both with perceived functional status and dyspnea, can further diminish PA and increase disability in activities of daily living (ADLs). Strategies to minimize or mitigate dyspnea and to boost motivation are imperative for improving adherence to PA, and, in turn, improving fatigue, muscle weakness, PA itself, functional status, disability, and depression in HF patients. Thus, diaphragmatic breathing retraining (DBR) or deep breathing with a slow breathing pattern, a focus on decreasing dyspnea, and mediated by Self-efficacy for DBR and informal caregiver support during the DBR provide an innovative approach to positively impact the spiraling effects of HF. The purpose of this pilot/feasibility study is to evaluate a diaphragmatic breathing retraining (DBR) intervention that incorporates informal caregiver coaching to improve the primary outcomes of dyspnea, fatigue, and muscle weakness, and the secondary outcomes of PA, functional status, depression, disability, and depression.