A cannula comprising a main body which defines an internal chamber therein. A first and second nasal prongs, respectively, communicate with the internal chamber to define first and second nasal prong passages. A mouthpiece has a gas passageway and a retainer passageway and a first end of the gas passageway communicates with the internal chamber while a second free end of the mouthpiece has a gas opening therein. A shape retaining member is received within the retainer passageway to facilitate retaining an adjusted position of an opening of the gas passageway with respect to a remainder of the cannula. A method of forming the cannula is also disclosed.