Diffusion is the process by which gases move from an area of high pressure to low pressure. This is during internal and external respiration when gas is exchanged between the alveoli and lung capillaries. It is the simple movement of gases, without the need of any energy or endeavor by the body, between the alveoli and the capillaries in the lungs. Once in the lungs, the air travels over the bronchioles where it reaches the alveoli. From there, the oxygen from the air you breathe enters your blood in nearby blood vessels.
In single-celled organisms, diffusion across the cell membrane is enough for conveying oxygen to the cell. In order to be a beneficial means of providing oxygen to the cell, the rate of oxygen uptake must meet the rate of diffusion across the membrane.