You don't need to specifically focus on burning "fat". The purpose of aerobic/cardio exercise is to use up calories, which in turn will result in fat loss. Many believe they have to burn fat calories only but the simple fact of the matter is that to lose weight you simply need to use up more calories than you consume.
On a related note, another myth is that low intensity exercise such as walking is more effective for burning fat, but this is completely false. While it’s true that the majority of calories burnt during low intensity exercise come from fat, it’s also true that low intensity exercises burns relatively few calories in comparison to moderate and high intensity exercise.
The higher intensity exercises not only burn a lot more calories, but on top of that, also speed up your metabolism after the workout far more than walking could ever do, which means that despite a smaller percentage of the calories being fat, a greater number of fat calories are being burnt overall.
In other words, moderate to high intensity aerobic exercise is the most effective way to lose fat, and not low intensity exercise. The key, however, is to exercise long enough at that intensity to burn enough calories.
Hope that clears that up.
Warmest,
Joseph