While it's true that some fats are worse for us than others — we're looking at you, LDL cholesterol-raising, man-made trans fats — it's not true that eating dietary fat makes us fat. Calories are what make us fat. You gain weight when you eat more calories than you burn, whether those calories come from fat, carbohydrates or protein.
Regardless of whether a fat is saturated or unsaturated, healthy or unhealthy, all dietary fats contain about the same amount of calories. Fats give you the most energy when you eat them because they're more calorically dense than protein and carbohydrates, ounce per ounce. While there are about 112 calories in one ounce of protein or carbohydrates, one ounce of fat contains about 252 calories [source: Youdim].