Exercise normally burns away your glycogen (carbohydrate) reserves, and when you’re done burning those, you’ll start dipping into your fat stores for energy. It’s true that when you’re already running on empty, you burn fat right away, but you’ll likely run out of steam before your workout is over or end up ravenous and grabbing whatever food you can find in an attempt to refuel afterwards.
Energy comes from calories. A study from the University of Birmingham compared two groups of cyclists, some ate before their workout and the others fasted. While the group who fasted did end up burning more fat, the group who ate cycled at a much higher intensity than the fasting group, and burned more calories. A person needs fuel to run, just like a car, so find the foods that give you the energy to work out at your hardest.