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This is an important question and one I'm frequently asked. You need to know a little bit of biology to understand the answer. Here's what you need to know. Fat is stored in special cells located all over your body called adipocytes. Adipocytes grow and shrink as they store and release fat, much like a balloon grows and shrinks as air is blown in and released. You gain weight when you pump up your adipocytes with fat by consuming more calories than you burn (excess calories can get stored as fat). You lose weight when your adipocytes release fat into the blood stream and shrink, either in response to exercise (exercise sends a signal to adipocytes to release fat) or when you reduce your calorie intake to the point where you are burning more than you consume. Fat released into the blood stream by adipocytes circulates to the muscles where it is burned for energy. (A car burns gasoline for energy; your muscles burn fat and carbohydrate.)
Exercise stimulates adipocytes to release fat by increasing circulation of hormones like norepinephrine (adrenaline). When norepinephrine reaches an adipocyte, no matter where in your body it's located, it signals special chemical messengers inside the adipocytes to stimulate fat release, and just like the balloon that shrinks when you let out the air, adipocytes shrink when they release fat. You will keep the fat off as long as it gets burned by the muscle and does not return to the adipocyte for storage. That's one of the reasons why exercise helps control body weight.
As for your question, the reason that you can't spot reduce during exercise, which is what you are really asking, is that you don't have any control over which adipocytes release fat. Norepinephrine and the other hormones released during exercise do not discriminate. That is, they stimulate adipocytes to release fat wherever they are located. We all have patterns of weight loss and weight gain that tend to repeat (you typically gain and lose weight in the same pattern over and over), and we don't have any control over this. The good news is that we can stimulate our adipocytes to release fat and shrink to help us lose weight, and more important, keep it off, as long as we exercise regularly and keep our muscles burning fat.
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