It may sound funny, but during your Pilates routine don't hold your breath. Always inhale through your nose and exhale during the concentric part of the motion through your mouth. In other words- when the exercise is at the most difficult point- exhale and this will help ease your training and focus on your core.
Breathing correctly during Pilates moves allows you to release tension and improve blood circulation.
How do we breath in Pilates? Lateral breathing- bringing air into the rib cage causing the ribs to expand upward and outward.
Give it a try: 1. Sit or lie on your back in a neutral spine position. 2. Place your hands on your ribs 3. Breathe in through your nose, bringing oxygen into your chest and allow the ribs to expand- you will notice you hands moving apart from each other (towards the walls) 4. Exhale and allow your ribs to return inwards- you will feel your fingertips coming close to each other. Engage your abdominal muscles as you exhale.
It takes some time and patience but at the end the mind and body connect creating the correct breathing.