Yes, this is OK and it’s normal. When you exercise the heart works hard to pump blood to the muscles. It needs more oxygen to do this, so your lungs work hard too. That’s why you’re breathing hard. Your breathlessness is directly related to your level of fitness. The fitter you are, the less hard you’ll breath and the longer you’ll be able to workout at a higher intensity. Can you see now why exercise is so good for your body – heart, lungs, muscles to name a few?