Caffeine and its derivatives have been used, alone and in combination with other phytochemicals, as weight-loss supplements. Caffeine impacts several physiological and behavioral aspects of energy balance. Here, we investigate the potential for caffeine to enhance non-exercise activity thermogenesis (NEAT) even when activity level is held constant. To do this, muscle thermogenesis and energy expenditure (EE) were measured in rats during treadmill walking regimens, with and without caffeine (25 mg/kg, i.p.). Muscle heat dissipation was significantly increased by caffeine only at the end of the 25-min treadmill test. Activity-related EE, on the other hand, was significantly increased throughout the treadmill walking protocol. This study demonstrates that caffeine increases the calories used during physical activity even in the absence of altered physical activity, implicating decreased muscle work efficiency (fuel economy of activity).