Gas exchange happens in the alveoli in the lungs - Edexcel - GCSE Biology - Question 6 - 2023 - Paper 2

The gas produced by respiration that moves from the capillary into the alveoli is carbon dioxide.

Gases move from the alveolus to the capillary through the process of diffusion. This occurs because of the concentration gradient; oxygen in the alveolus is at a higher concentration compared to the blood in the capillary. Therefore, oxygen diffuses across the alveolar wall, which is only one cell thick, into the blood where it can bind to hemoglobin in red blood cells. Conversely, carbon dioxide diffuses from the blood, where its concentration is higher, into the alveolus to be exhaled. The thin nature of the capillary wall facilitates this gas exchange efficiently.