Caffeine: This is the most widely used drug used for fat burning. Nearly every fat loss product available contains caffeine. Unless your physican says otherwise, you need a product that has caffeine. One thing it does is it causes the body to burn more calories as fat than carbohydrate during exercise. Whereas a person may typically burn 30% of calories as fat during exercise, caffeine bumps up the figure to about 40% of calories. It also helps reduce fatigue during exercise.