Patients with lung cancer often experience shortness of breath, also known as dyspnea. It affects over 80% of patients with lung cancer at diagnosis and is linked to poorer quality of life and functioning. Unfortunately, current treatments-such as opioids, which are the most studied treatment for dyspnea-fail to provide patients with adequate care, and dyspnea can remain a chronic issue in many. Even when new treatments are developed, the benefit to public health is often limited by healthcare systems not having enough resources to use new treatments. The investigators' aim is to test a personalized treatment for dyspnea that can address patients' unique needs while efficiently using healthcare resources to make the treatment as accessible as possible for future widespread use. This project builds upon rhe investigators' prior work creating two promising psychological treatments for dyspnea. The first (a two-session behavioral treatment provided by nurses) targets dyspnea-related discomfort. The second (a five-session psychological treatment provided by psychologists) targets dyspnea-related anxiety and overall health outcomes. The investigators combined these complementary treatments with a stepped-care model into a treatment called INSPIRE. In INSPIRE, all patients will receive the brief treatment to learn basic behavioral coping skills to manage the discomfort of dyspnea before escalating to the more intensive treatment that focuses on providing patients with the confidence to cope with dyspnea and related anxiety, but only if patients' dyspnea does not improve after the first treatment. The investigators will first ask for initial feedback from patients who are receiving INSPIRE for dyspnea and the patients' study clinician to make sure the treatment and study procedures fit their needs. The investigators want to see if this approach can work in patients with lung cancer, is well-received, and shows early signs of improving dyspnea. The investigators' goal is to provide personalized relief for breathing difficulties while making the best use of healthcare resources. These findings will help the investigators learn more about how to support patients with dyspnea and provide information on how to further test INSPIRE. Additionally, this personalized supportive treatment for dyspnea may potentially help reduce the use of opioids currently used in the treatment of dyspnea.