I get this question a lot in regards to workouts. Usually, it's spurred by talking to a friend about how many calories they burn (according to a wearable fitness device) during a given workout. While this is a fair question, I think it misses long term perspective and a nuanced understanding of the calorie in/calorie out model that ultimately dictates weight loss or gain. Individuals that ask this question are also usually interested in losing body fat and/or weight. In that situation it is much better to focus on dietary intake that plays a much larger role in body fat or weight loss. Nonetheless, exercise is still a valuable aid in your fitness journey.
Caloric expenditure is going to be dictated by a few key variables: your total body weight, the amount of work being done, and the amount of time doing said work. Having a higher body weight, lifting heavier weights, or spending more time moving those weights will ultimately lead to a higher caloric expenditure. More often than not the individuals talking about their caloric expenditure are doing some form of higher intensity aerobic training (cycling, running, etc.) or high heart rate circuit training (crossfit, orange theory, or other bootcamp style class). If you get your heart rate to about 70-80% of your max, and keep it there, you will burn the most calories during that time period. Higher heart rates will make you sweaty, leave you out of breath, and give a feeling that the majority of people associate with a "good" workout. Doing some of your training like these can-do wonders for your cardiovascular health. The problem is that when you only do this form of training, you'll start to notice your caloric expenditure drop. As you become better conditioned, you will be less fatigued doing the same work.
The only way to burn the same or more calories is to train longer, increase the weight being used, get heavier, or increase the speed of your movements. Training longer obviously has drawbacks as most of us have a fixed period of time we can devote to exercise. Our only options are to become stronger and/or faster so that we can use more weight, move the same weight faster, or increase our body mass. The people asking this question are usually focused on weight loss, so increasing body mass is out of the question. That leaves becoming stronger and/or faster. In order to accomplish either of these things you will need to have plenty of recovery between exercises. Most research shows 2-5 minutes to be the ideal rest period to maximize strength, hypertrophy (building muscle), or power. If using heart rate as a gauge you want to let your heart rate come down to 50-60% of its max before repeating an exercise. Training like this will not give you the highest caloric burn during a given workout. However, it will allow you to increase your work potential to maintain or increase caloric expenditure long term. If we use a car analogy you could think of the high heart rate training mentioned earlier as punching the gas pedal to the floor for the whole workout. This is the quickest way to burn up your gas (calories). But it will always be the same number of calories being burned. Conversely, allowing yourself longer rest intervals and full recovery is like putting in a larger engine. It's a slower process, but ultimately it will allow you to burn more gas next time you hit the gas pedal to the floor. This is a big reason why most of our clients will spend 30-40 minutes on strength work (building their engines) and the last 5-10 minutes doing conditioning (punching the gas to the floor) and testing their engine.