Control and severity of asthma are two different but complementary concepts. The severity of asthma could influence the control over time. The aim of this study was to demonstrate this relationship. A total 365 patients with persistent asthma (severity) were enrolled and followed-up prospectively. Data were analysed using a continuous time homogeneous Markov model of the natural history of asthma. Control of asthma was defined according to three health states which were qualified: optimal, suboptimal and unacceptable control (states 1, 2 and 3). Transition forces (denoted lambda(ij) from state i to state j) and transition probabilities between control states were assessed and the results stratified by asthma severity were compared. Models were validated by comparing expected and observed numbers of patients in the different states. Transition probabilities stabilised between 100-250 days and more rapidly in patients with mild-to-moderate asthma. Patients with mild-to-moderate asthma in suboptimal or unacceptable control had a high probability of transition directly to optimal control. Patients with severe asthma had a tendency to remain in unacceptable control. A Markov model is a useful tool to model the control of asthma over time. Severity modified clearly the health states. It could be used to compare the performance of different approaches to asthma management.