We evaluated whether a vibrotactile breathing pacer would influence two measures of affect during a cognitive stressor. In particular, we examined whether changes in breathing would be evident, and if so, whether these would mediate the effects of breathing pacer on self-report anxiety and skin conductance. Our results were surprising: although we observed the expected effects on breathing, we were unable to demonstrate that changes in breathing parameters were responsible for the observed changes in either self-report anxiety or skin conductance. In this paper, we investigate why we did not observe the expected effects. We believe our negative results have implications for evaluating technological interventions for affect regulation.