Conjugated linoleic acid (CLA), a commonly used ingredient in weight loss products, is a nutritional supplement claimed to prevent obesity. Different isomers, dosage, and supplementation time of the products, as well as the exercise program can influence its efficacy on body fat mass and lean body mass. The majority of the studies conducted by using CLA mixtures that contained approximately equal amounts of trans-10, cis-12 (t10c12) and cis-9, trans-11 (c9t11) isomers aimed to correct body composition and blood lipid profile. A dose of 3.4 g/ day of CLA was reported as a safe dose for healthy men. However, no dose-response of CLA on human fat mass was observed, and it has not been established whether CLA supplement can increase muscle mass when use in conjunction with exercise training program. More studies would be needed before conclusions can be made. This paper reviews the current knowledge on the mechanism and effect of CLA on body composition, blood lipids and exercise performance.