The aim of this systematic review was to determine if diaphragmatic breathing exercise improves quality of life (QoL) in asthma. Electronic databases were searched for randomized controlled trials (RCTs). Data were extracted and risk of bias was assessed by two independent reviewers. Three RCTs were eligible for inclusion (254 subjects). Two studies compared diaphragmatic breathing exercise to asthma education, and one compared with asthma medication. Meta-analysis was not possible due to clinical heterogeneity of the studies. All three studies had a low risk of bias. All studies reported short-term effects, and long-term effects of breathing exercise on asthma quality life. There is a moderate evidence of improvement in QoL following diaphragmatic breathing both in short-term and long-term basis.