Burning calories and burning fat are not the same thing. Calories from carbohydrates are burned first during a workout, because they are the most readily available form of energy. If those calories go unused, they get stored in fat cells. It takes more effort for the body to muster up stored fat to fuel workouts, meaning the metabolism is really put to work. Fitness lore also says stored body fat is most effectively burned during low-intensity workouts, because they give your body more time and energy to access the stored fat, process it, and burn it up. (High-intensity workouts use calories from carbs first.)
So, with that in mind, how does consuming calories factor into a workout plan?
A new study in the American Journal of Physiology looked into the effects of eating breakfast versus skipping breakfast before a low-intensity workout amongst 10 overweight, but generally healthy, male participants—one of the first to do so with non-athletes who resemble regular people. Researchers found that eating a substantial, 600-calorie breakfast two hours before doing the workout (walking on a treadmill for an hour) caused the men to burn slightly more calories, while fasting before the treadmill caused them to burn more fat. The male bodies weren't distracted so to speak by the calories from the recent meal, and could turn right to the fat stores for energy.