Abstract Context Dexamethasone is often used to treat dyspnea in cancer patients but evidence is lacking. Objectives We determined the feasibility of conducting a randomized trial of dexamethasone in cancer patients, and estimated the efficacy of dexamethasone in the treatment of dyspnea. Methods In this double-blind, randomized, controlled trial, patients with dyspnea ≥4 were randomized to receive either dexamethasone 8 mg twice daily x four days then 4 mg twice daily x three days or placebo for seven days, followed by an open-label phase for seven days. We documented the changes in dyspnea (0-10 numeric rating scale NRS), spirometry measures, quality of life and toxicities. Results A total of 41 patients were randomized and 35 (85%) completed the blinded phase. Dexamethasone was associated with a significant reduction in dyspnea NRS of -1.9 (95% confidence interval CI -3.3 to -0.5, P =0.01) by day 4 and -1.8 (95% CI -3.2 to -0.3, P =0.02) by day 7. In contrast, placebo was associated with a reduction of -0.7 (95% CI -2.1 to 0.6, P =0.38) by day 4 and -1.3 (95% CI -2.4 to -0.2, P =0.03) by day 7. The between-arm difference was not statistically significant. Drowsiness improved with dexamethasone. Dexamethasone was well tolerated with no significant toxicities. Conclusion A double-blind, randomized, controlled trial of dexamethasone was feasible with a low attrition rate. Our preliminary data suggest that dexamethasone may be associated with rapid improvement in dyspnea and was well tolerated. Further studies are needed to confirm our findings.