Your shortness of breath may be caused by a number of different problems. It’s important to consider when you started smoking, how long you have smoked, and how many packs a day you smoked. The risk of permanent lung disease increases the earlier you start smoking, the longer you smoke, and the heavier you smoke. Another possibility is that you are actually suffering from asthma - specifically, exercise-induced asthma. Many people with this condition experience shortness of breath or coughing only when they exercise. They may never experience wheezing or other commonly known asthma symptoms. Finally, it might just be taking your body a little longer to overcome the effects of smoking. I recommend that you visit your physician for a pulmonary function test, which can detect whether you have any permanent lung damage. A more specialized breathing test can diagnose exercise-induced asthma. You may find, however, that your lungs are working well and that you just need a little more time before your breathing holds up under the stress of intense exercise. Good luck!