GREAT question! Had to answer it, I’m sure a lot of other people are wondering the same thing.
Sorry BF: it doesn’t really ‘go’ anywhere - rather it gets used. I’ll get to how that works in a second, but we’ll cover a few more bases first.
The calories we eat are used as energy in the body. When our bodies are not using enough energy (or over consuming energy - like when we eat more than we need), it gets stored in our fat cells, thus making them bigger. When we’re demanding more energy from our body than we have (creating a deficit), it takes it from our fat cells, thus making them smaller. The number of fat cells we have doesn’t change - they just get bigger and smaller depending on how much energy we’re using/putting in.
As adults, our bodies have all the fat cells we’re ever going to have. They develop in childhood, and as we get older they steady off (about 8% die each year & get replaced). So someone who has more fat cells, but each is small, can be a relatively thin person. Someone with fewer fat cells, but each is large, can be overweight.
Someone who has a high number of fat cells will find it easier to gain weight & harder to lose weight (not impossible, but slightly harder). This is typically seen in adults who were obese as children, while their fat cells were still developing. Overweight children develop a higher number of fat cells, and enter adulthood with more fat cells to work with. While they can still reduce the size of these cells, they have more of them to begin with, putting them at a slight disadvantage. It could be ONE of the reasons why many overweight/obese children become overweight/obese adults. It’s more difficult to lose weight and easier to gain it when you have more fat cells to start with.
Ultimately, the fat we feel, see (and don’t see) is the result of how big or small our fat cells are.
Slight tangent, but good to know stuff! Now, back to where the fat goes when we burn it.
It doesn’t disappear per se - it changes form (think water & steam). Once the body has used up carb reserves, it starts using fat for energy, a process called ketosis. When your fat cells receive the signal (hormonal) to release fat for energy, they do. The fat breaks up chemically and enters the bloodstream (which then takes the ‘energy’ where it needs to go). The liver grabs glycerol (which is released in the fat) to break it down for energy, and some of the fatty acids go to your muscles so it can be used for energy there too.
Once there, the glycerol & fatty acids are broken down again and used for energy: while they do this, they produce heat, water, carbon dioxide and adenosine triphosphate (ATP). ATP keeps some potential energy in its molecular bonds for use when we exercise (like a back up system). The rest leaves our bodies through natural methods: water exits as pee and sweat, and we breath out the carbon dioxide. It’s not fat anymore really - it’s been broken down chemically. It also takes up MUCH less space. It’s been used for energy, chemically altered, broken down, produces normally excreted substances that then leave the body.
When we use fat for energy, the glycerol & fatty acids leave your fat cells - making them smaller than when you started. They then get ‘used’ up like gas in a tank. That’s how fat is lost.
Side note: exercise DOES make you more regularly (as does healthy eating) - but you’re not pooping fat, that I promise you. :)
Hope this makes sense! Here are some other reads you might like on the topics. :)