Oxygen diffuses from alveoli in the lungs into capillaries. Oxygen diffuses from alveoli in the lungs into capillaries. Oxygen enters red blood cells, where it binds to the protein hemoglobin. Oxygen enters red blood cells, where it binds to the protein hemoglobin. Oxygen diffuses from the blood to the body's tissues, and carbon dioxide diffuses from the tissues to the blood. Oxygen diffuses from the blood to the body's tissues, and carbon dioxide diffuses from the tissues to the blood. Carbon dioxide leaves the body when exhale. Carbon dioxide leaves the body when exhale. Breathing moves air in and out of the lungs. Breathing moves air in and out of the lungs.