Yes, the fat grams actually make a big difference with alli. The main goal of the capsules is to block 25% of the fat in each meal -- so if there's little or no fat there's little or nothing to block. There's a great post at the top of this list about why calories and fat are so important.
For best results with alli, it's important to have the recommended amount of calories and fat.
I hope this helps. Please let me know if you need anything else.
Pat Baird, MA, RD, registered dietitian