Ugh! Worrying about my youngest. Anyone here ever have random shortness of breath??

My youngest told me today that in recent months, he has on a few occasions, had shortness of breath. Not gasping for air but has to take a few quick breaths. He says he has no coughing, no chest pains or difficulty breathing. I told him to let a Dr look at him. I do know Anxiety runs in his Mom's family. She has it BAD!
I have also heard Iron deficiency can do it. I just don't know. Can Asthma do that???