The fat that you burn is converted to carbon dioxide and water. The carbon dioxide is exhaled and the water get mixed into your circulation before getting lost as urine or sweat. If you lose 10 pounds of fat,8.4 pounds comes out through your lungs and the remaining 1.6 pounds turns into water. So you can say that nearly all the weight you lose is exhaled.
This shouldn’t sound very surprising since almost everything we eat goes out through our lungs. Every carbohydrate we digest and nearly all the fats get converted to carbon dioxide and water. Same goes for Protein, except for the small part that turns into urea and other solids, which the body excretes as urine.
So now you know when they say ‘burn’ the fat, they actually mean ‘exhale’ the fat.