According to the laws of thermodynamics, nothing is lost when a calorie is burned. In terms of your body, it's not terribly helpful to think in terms of calories, because they're just a measure of heat. Let's drill down to your energy systems and how your muscles work.
How many calories do you naturally burn in a day?
The average person burns around 1800 calories a day doing absolutely nothing. According to the Healthy Eating Guide, sitting burns an estimated 75 calories per hour. A sedentary woman aged 19 to 30 burns 1,800 to 2,000 calories daily, while a sedentary woman aged 31 to 51 burns about 1,800 calories per day.
Do calories count if I burn them off?
Physical activity.
When the number of calories you take in from food matches the number of calories you burn to sustain your metabolism, digestion, and physical activity, your weight will remain stable. Thus, the “calories in versus calories out” model is strictly true. You need a calorie deficit to lose weight.