You could possibly be working out too hard at the gym. Instead of wearing yourself down to exhaustion it might be time to invest in a heart rate monitor so as to understand the real effort you are putting forth during your workout.
A great deal of effort (80 to 90% of your maximum heart rate) puts you into an anaerobic zone. This will increase your cardiovascular health over time as it is the highest level at which you can work out without muscle failure, however only 15% of the calories burned are from fat. You need only be at 60 to 70% of your maximum heart rate to burn fat most efficiently. 70 to 80% is best for endurance training.
So if your goal is to lose fat then you should learn what 60 to 70% of your maximum heart rate is. The easiest method for doing so is to subtract your age from 220 and then find the range by taking 60 and then 70% of that number. For example, if you are 20 years old then subtract 20 from 220, leaving you with 200. Find 60 and 70% of 200 (120 and 140 respectively). So for the highest percent of fat burn, a 20-year-old should aim towards 120 to 140 heartbeats per minute.
Where does the heart rate monitor come in? Well this little piece of equipment, generally fashioned out of a watch and a chest band which captures the heartbeat rate, can let you see instantly if you are in the zone for the type of workout you seek. Without one you must stop your workout periodically to physically check your pulse rate. Some cardio watches even warn you if you go out of your target range.
Models vary greatly in price depending upon the extra features but are generally rather affordable. If you want to be really frugal there are models which can store the date for several different users. So if you are ready to take your workout to the next level and make the most of the limited time you have in the gym then you should seriously consider some form of heart rate monitor.