As for whether-or-not it "really works", that depends on what you're expecting.
Most fat-burner supplements are just stimulants and may help your energy levels and mood when in a caloric deficit. Xenadrine appears to fall into this category, being primarily caffeine and yohimbe. It does take things a step further for mood enhancement with sage leaf, l-theanine, and rhodiola, but it's hard to say if the sage/rhodiola are quality extracts and the rhodiola is underdosed anyway.
More importantly, there's little besides the caf/Y that may help lipolysis.
The most important thing for fat loss is having your diet nailed down. Do you know your TDEE? Do you track your calories/macros? If the answer to these is no, you should figure these out before considering a fat burner. If the answer is yes and you want something that may actually be effective, I'd look into Olympus Labs Ignit3 if you want a burner with stimulants. The profile is superb and it covers multiple fat loss pathways.
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A great non-stim option would be PES Shift.