The most effective exercise for fat loss is often considered to be high-intensity interval training (HIIT). This exercise combines short bursts of intense activity followed by rest or lower-intensity periods. HIIT has been shown to increase metabolism and promote fat burning both during and after workouts due to the afterburn effect, or excess post-exercise oxygen consumption (EPOC). Additionally, HIIT requires less time compared to traditional endurance training and can be tailored to individual fitness levels, making it accessible and efficient for fat loss.