Your body relies on your lungs to bring oxygen into your body and to remove carbon dioxide. The different tissues in your body, such as your brain, heart and your muscles take up this oxygen from your blood in order to stay healthy. Your lungs also normally have a reserve that can be relied upon to provide more oxygen when you exert yourself. However, when your lungs are failing from lung disease, you may not be able to use all this reserve. This can limit your ability to exercise.