When you're losing weight the fat that you lose and burn off is converted to carbon dioxide and water during the fat burning process.
Some fat is used to give your body energy while the other parts of the fat is exhaled through breathing, through your sweat, through your urine and even through your poop.
You don't really notice the fat being lost coming out of your body but the fat is constantly coming out of your body even without you knowing it.
Whenever you exercise and sweat that is also fat burning from your body through calories and it's leaving your body through the sweating process.
Also when you urinate the fat is being sent out of your body every time you urinate as well.