Alli is meant to be used alongside a low fat, low calorie diet. This means you should limit your intake of high fat foods and follow a lower calorie diet while taking Alli.
Although it's necessary to have some fat in your diet when taking Alli, eating high fat foods such as fried foods and ice cream will increase the risk of digestive side effects such as diarrhea.
The Alli website recommends consuming between 12 and 18 grams of fat per meal. To put that into perspective, 1 tablespoon (13.5 grams) of olive oil contains 13.5 grams of fat, and one-quarter of an avocado (76 grams) provides around 8 grams of fat (19, 20).