invade

Hi, new to forums =x But unfortunately one of my budgies passed away just today. I couldn't tell in the past several days if he was sick until a few days ago which I was planning to bring him to a vet. From what I could tell in the past few days he would fly onto the top stair in my house and just sit there. I noticed he was getting a bit cold compared to my female budgie so I brought him into my room to keep warm, as he would fly on top of the ceiling fan and sit there(Don't worry its OFF, It's never on when a Budgie is nearby.) however whenever he fly's and lands he seems to breathe very hard and stay still until he has recovered his breath. What would be the cause of this and how could I avoid this in the future?