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Background: There are a limited number of studies investigating the relationship of sighing dyspnea (SD) with psychiatric disorders and various mental states. Methods: This cross-sectional study enrolled 39 pediatric patients with SD, but free from apparent cardiopulmonary diseases, who presented to a pediatric pulmonology policlinic between June and December 2019 and age-gender matched 34 healthy children were recruited for comparison. Patient characteristics, psychological or physical trauma history, and cigarette smoke exposure were recorded. All the participants completed the “NOSE scale,” “Modified Borg Scale,” “Children Depression Inventory,” “Screen for Child Anxiety Related Disorders,” “Pediatric Quality of Life Inventory,” “Stress Coping Style Scale,” “Family Assessment Device,” and “Parents Attitude Scale.” Results: Compared to the control group, there was a statistically significantly higher rate in the SD group of physical or psychological trauma history (35.9% vs. 14.7%, p = .04) and passive cigarette smoking (60.5% vs.27.3%, p = .005). When the groups were compared in respect of depression and anxiety levels, the depression score, total anxiety level, somatic/panic, generalized anxiety and fear of school points were determined to be statistically significantly higher in the SD group. The QoL scores (total, physical, and psychosocial) in the SD group were found to be statistically significantly lower than those of the control group. Conclusion: To the best of our knowledge, this is the first study to have examined the psychological profiles of SD patients and their families in detail, and to have evaluated the effect of SD on quality of life.