Because many thermogenic fat burners contain caffeine, they're typically best taken in the morning. Some recommend taking multiple a day, so you may want to avoid taking them too close to bedtime. The exception is thermogenic fat burners that are stimulant-free and contain sleep-supporting ingredients like melatonin.Because many thermogenic fat burners contain caffeine, they're typically best taken in the morning. Some recommend taking multiple a day, so you may want to avoid taking them too close to bedtime. The exception is thermogenic fat burners that are stimulant-free and contain sleep-supporting ingredients like melatonin.