To take a short, quick breath through the mouth, especially because of surprise, pain or shock. (Cambridge Dictionary)
To breathe loudly and with difficulty, trying to get more air. (Cambridge Dictionary)
To catch the breath convulsively and audibly (as with shock). (Merriam – Webster)
To breathe laboriously. (Merriam – Webster)
Catch one’s breath with an open mouth, owing to pain or astonishment. (Oxford Dictionaries)
Gasp. Your Dictionary.
“What did you just say?” She gasped. – Gasp first or speak first?