The latest research shows that the fate of fat consumed from your diet is determined by the condition of your metabolic rate. When your metabolic rate is elevated (from exercise) new physiological research shows that fat storage is less likely.
Also, your body burns the fuel it has available. Blood fats are used predominantly when blood glucose levels are very low. However, this condition rarely occurs unless the person is following a zero carbohydrate diet. Most athletes realize that zero carb diets are useless to anyone who wants to build muscle or improve athletic performance.
The research now suggests that sedentary people metabolize fat differently than people who train hard on a regular basis. If a you do not exercise on a regular basis, you probably store most every gram of fat they eat. However, if you train intensely on a daily basis, but treats yourself to an occasional high-fat meal, then fat storage seems to be minimal.