Fat calories refer to the calories that you get from fats. You get calories from carbohydrates and proteins as well. One gram of carbohydrate and 1g of protein yield 4 Kcal each whereas 1g of fat yields 9 Kcal. Carbohydrates are stored in our body as glycogen. When the glycogen and protein stores of body are saturated, carbohydrates and proteins start getting converted into fats and are stored in adipose tissues. As mentioned above 1g of fat yields 9 Kcal and thus when 9 calories are burnt, the weight reduces by 1g.