Aromatherapy is the use of essential oils from plants for healing.  

Essential oils have been used for therapeutic purposes for nearly 6,000 years. The ancient Chinese, Indians, Egyptians, Greeks, and Romans used them in cosmetics, perfumes, and drugs. Essential oils were also commonly used for spiritual, therapeutic, hygienic, and ritualistic purposes.

In general, it seems to relieve pain, improve mood, and promote a sense of relaxation. In fact, several essential oils, including lavender, have been shown to relieve anxiety, stress, and depression. 

I use a nebulizer for diffusing high quality essential oils. This insures that the therapeutic effects of the aromatherapy are absorbed directly through you nose.  Nebulizers are designed to deliver prescription respiratory medications. 

Lavender is one of the most popular essentials oil for relaxation. Studies on lavender show that inhaling its scent has been shown to reduce anxiety levels and encourage sleep. Further research suggests that lavender interacts with your limbic system, which controls your feelings and promotes a calmer mind.