When exposed to air, metallic yttrium dihydride YH2 films turn into insulating and transparent yttrium oxyhydride (YHO). The incorporation of oxygen causes the lattice expansion of YH2 and the emergence of photochromic properties, i.e., YHO darkens reversibly when illuminated with light of adequate energy and intensity. However, the adequate bleaching of the photodarkened samples once the illumination has stopped is much faster in air than in inert atmosphere. According to this experimental evidence, the photochromic mechanism has to be related to an oxygen diffusion and exchange process. Since this process is accompanied by a lattice expansion/contraction, it can be said that YHO "breathes" when subjected to illumination/darkness cycling. Another interesting side effect of the breathing is the unexpected enhancement of the hydrophobicity of the YHO samples under illumination. A theoretical model able to explain the breathing in YHO is presented, together with the discussion of other alternative explanations.