Breathing is closely related to emotion regulation, as breathing patterns can reflect emotional states and breathing training have a positive impact on emotional regulation. Despite the increasing public interest in breathing training as an important method for emotion regulation in recent years, there is still a lack of systematic discussion on how breathing affects brain function and, consequently, emotions. In response, this paper delves into the interactive mechanisms between breathing and the brain and their neural circuits, with emphasis on elucidating the coupling relationship between breathing and emotion-related brain networks to clarify the neural basis of how breathing influences emotions. Based on these mechanisms, we also introduce mainstream breathing training modalities, their interactive mechanisms with the brain, and their roles in different types of emotional interventions. In summary, this paper aims to deepen the understanding of the relationship between breathing, the brain, and emotions, and provide new insights into emotion intervention techniques based on breathing training.