The fat burning analyzer includes a sampling part, an analysis unit and a processing unit. The sampling part collects a breath sample from the user, information on the conditions of the breath sample collection, and provides a sampling signal correlated to the collection condition of the breath sample. The analysis unit provides a detection signal corresponding to an acetone concentration in the collected breath sample and, as such, provides information on the breath acetone of the user (during exercise or resting). The processing unit receives the sampling signal and/or detection signal, and evaluates the sampling signal and/or the detection signal. The evaluation provides information correlated to the fat burning intensity of the user. These information can be provided as an output signal by the processing unit. Accordingly, the processing unit is equipped to provide an output signal correlated to the fat burning intensity of the user.