The oxygen your body needs comes primarily from the air you breathe. When you inhale, the air enters your lungs and passes into tiny air sacs called alveoli. The alveoli are lined with capillaries, which are small blood vessels. Oxygen molecules from the air diffuse across the alveoli and into the capillaries, where they bind to hemoglobin, a protein in red blood cells. The oxygen-rich blood is then pumped by your heart to all the tissues and organs in your body, delivering the oxygen they need to function properly.