The global prevalence of obesity has increased considerably in the last two decades. Obesity is caused by an imbalance between energy intake (EI) and energy expenditure (EE), and thus negative energy balance is required to bring about weight loss, which can be achieved by either decreasing EI or increasing EE. Caffeine has been found to influence the energy balance by increasing EE and decreasing EI, therefore, it can potentially be useful as a body weight regulator. Caffeine improves weight maintenance through thermogenesis, fat oxidation, and EI. The sympathetic nervous system is involved in the regulation of energy balance and lipolysis (breakdown of lipids to glycerol and free fatty acids) and the sympathetic innervation of white adipose tissue may play an important role in the regulation of total body fat. This article reviews the current knowledge on the thermogenic properties of caffeine, and its effects on appetite and EI in relation to energy balance and body weight regulation.