They actually do have calories—for the most part, they’re the same oils you’d find in bottles on store shelves, along with propellants and a few other ingredients (which we’ll discuss in a moment).However, if you check the nutrition facts on a bottle of cooking spray, you’ll often see “Calories: 0.†You might also see them marketed as “fat free.†What gives?Look closer on that bottle, and you’ll see a serving size of “one-third second spray,†or something similar—PAM, a popular cooking spray, has a serving size of 0.25 grams.Most people use much, much more than that when actually cooking. For comparison, a single teaspoon of extra virgin olive oil is equal to about 4.57 grams—that’s about 18 times bigger than PAM’s “recommended serving size."Because the recommended serving size contains less than five calories and less than 0.5 grams of fat, the cooking spray companies are legally allowed to market their products with “0 calories" and “0 fat†on their nutrition labels.If you use a teaspoon of an olive-oil-based cooking spray, you’re still getting about the same number of calories as you’d get from one teaspoon of olive oil (40, to be specific).So, are cooking sprays any healthier than oils? Not really, but the spray bottle might help you use less oil, in which case you’ll cut a few calories. Cooking sprays often have less fat than bottled oils, so if you’re watching your fat intake, they offer a modest benefit.You should note that sprays have additional ingredients that don’t provide any nutritional value one way or another. In addition to propellants (the ingredient that allows the spray to, well, spray), most contain anti-foaming agents and emulsifiers. These help the spray maintain an even consistency when they leave the bottle. Some cooking sprays use soy or wheat in their processing, so those allergic to those ingredients need to be wary.If a cooking spray contains lecithin—an emulsifier that keeps the spray stable—it shouldn’t be used on non-stick cookware, since it can build up and ruin your pan’s non-stick coating. Otherwise, feel free to spray away. Just remember: There’s no such thing as a calorie-free oil.