Breathlessness or "shortness of breath," medically termed dyspnea, remains a devastating problem for many people and those who care for them. As a treatment intervention, administration of opioids to relieve breathlessness is an area where progress has been made with the development of an evidence base. As evidence in support of opioids has accumulated, so has our collective understanding about trial methodology, research collaboration, and infrastructure that is crucial to generate reliable research results for palliative care clinical settings. Analysis of achievements to date and what it takes to accomplish these studies provides important insights into knowledge gaps needing further research and practical insight into design of pharmacological and nonpharmacological intervention trials in breathlessness and palliative care. This article presents the current understanding of opioids for treating breathlessness, what is still unknown as priorities for future research, and highlights methodological issues for consideration in planned studies.