Heavy breathing during pregnancy

No I don't think that you need to be worried. If she is fine now then I guess you can relax. But if her breathing problems are continuing post pregnancy then you should be worried cause this is not normal. My second daughter had a rough pregnancy and during her labor she was breathing quite heavily. We were all worried but it turned out to be just fear and anxiety. This can sometimes happen during pregnancy. If you are worried that your wife has a serious problem then please get a consultation as soon as possible. But my guess is its probably nothing.