Dexamethasone in Controlling Dyspnea in Patients With Cancer

Inclusion Criteria:

* Diagnosis of cancer.
* Dyspnea with an average intensity \>= 4 on the dyspnea NRS (range 0-10) over the past week.
* Radiologic suspicion of thoracic involvement, such as primary or metastatic lung cancer, lymphangitic carcinomatosis, airway infiltration, lymphadenopathy, pleural or chest wall invasion.
* Seen at an outpatient clinic at MD Anderson Cancer Center or Lyndon B. Johnson (LBJ) Hospital General Oncology Clinic.
* Able to communicate in English or Spanish.
* Karnofsky performance status \>= 30%.

Exclusion Criteria:

* Delirium (i.e., score \> 13 on the Memorial Delirium Assessment Scale; range 1-30).
* Oxygen saturation \< 90% despite supplemental oxygen \> 6 L/minute.
* Previous allergic reactions to dexamethasone.
* Diagnosis of diabetes mellitus uncontrolled with oral hypoglycemic agents or insulin.
* Postsurgical open wound that has not healed at the time of enrollment.
* Any infection requiring antibiotics at the time of study enrollment.
* Major surgery within the past 2 weeks.
* Megestrol use at the time of study enrollment.
* Neutropenia (absolute neutrophil count \< 1.0 x 10\^9/L) at the time of study enrollment (bloodwork is not required if patient did not have chemotherapy within past 2 weeks).
* Currently receiving or expected to start cytotoxic chemotherapy or immunotherapy within 1 week of study enrollment and additional dexamethasone cannot be used concurrently as per attending oncologist.
* Severe anemia (hemoglobin \< 8 g/L) not corrected prior to study enrollment (bloodwork is not required if patient did not have chemotherapy within past 2 weeks).
* Chronic obstructive pulmonary disease (COPD) exacerbation at the time of study enrollment.
* Heart failure exacerbation at the time of study enrollment.
* Expected to undergo therapeutic thoracentesis in the next 2 weeks.
* High anxiety score (\>= 15/21) on the Hospital Anxiety and Depression Scale (HADS).
* Chronic systemic corticosteroid use (\> 14 days) at the time of study enrollment.
* Any expected corticosteroid use during study enrollment at higher doses than will be used in this study.