In my experience and opinion, all that "fat burning zone" stuff does nothing.
Moving faster/working harder = burning more calories. Even if the calories you're burning aren't coming instantly from fat, as they do in low intensity exercise, they're still calories you're burning.
Basically, the idea behind the "Fat burning" zone is that, when working at lower intensities, the fuel used to move your body forward is coming from your fat cells. Only at low intensities can your body convert fat cells to energy usable by your body fast enough. For purposes of making this discussion easier, lets assume that your body can only convert 100 calories worth of energy from fat an hour. If you're only burning 100 calories per hour with your exercise (ie, you're in the "fat burning" zone), all of your calories being burned are coming from fat.
So what happens when you are working at a higher intensity, say, burning 400 calories per hour? You'll still have the 100 calories per hour you can convert from fat, but you're burning an additional 300 calories on top of that. Those calories can't come directly from fat...they'll come from foods you've eaten, fuel stored in your muscles, etc. WHILE YOU EXERCISE, only 25% of what you burn is coming from your body fat.
HOWEVER, that means that later, your body is going to have to replenish your non-fat fuel (the fuel in your muscles, your blood sugar, etc) from somewhere. And it will pull from your fat stores and what you're eating that day to do that. So even if you're not pulling from your fat stores during the actual exercise, you're still either burning the food you're eating (thus preventing it from being placed into your fat stores) or fuel stored in your muscles (which is then being replenished from the food you're eating and your fat stores).
So your choices are - burn 100 calories, all from fat all at once, or burn 400 calories, 100 of which from fat immediately, and 300 of which will be pulled from your food or fat stores later. I'll pick the 400 calories every time.
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