When you consume food, your digestive tract works to break it into smaller pieces both physically, through mechanical motions, and chemically, by using digestive enzymes. The mechanical breakdown of different food substances occurs at relatively consistent rates across the board, but different food substances digest chemically at very different rates.
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When you eat food, you take in three different macronutrient types. A macronutrient is a type of chemical that provides your cells with energy, and that you need in large quantities. The three different macronutrient categories are proteins, carbohydrates, and fats. Most foods contain more than one of these types of macronutrients -- a sandwich, for instance, contains carbohydrate from grain, protein from fillings like meat or cheese, and fat from various fillings and condiments.
In order to be able to absorb the chemical components of food into the bloodstream, your digestive system must break down large macronutrient molecules into their smaller constituents. The digestive tract secretes enzymes to accomplish this, where an enzyme is a chemical that helps a reaction take place faster than it otherwise would. You secrete amylases to digest carbohydrate, lipases to digest fat, and proteases to digest protein, explains Dr. Lauralee Sherwood in her book "Human Physiology."
Some of what affects the rate at which different food substances digest depends upon the location of enzyme secretion within the digestive tract. For instance, you start digesting carbohydrate while you're still chewing your food. Dr. Sherwood explains that saliva contains amylase, meaning that carbohydrate breakdown starts in the mouth, and continues through the rest of the digestive process. You start digesting proteins in the stomach, and protein digestion continues in the small intestine. You don't digest fats until they reach the small intestine.
Overall, it takes the least amount of time to digest carbohydrate. By the time carbohydrate reaches the small intestine, at least some of the carbohydrate has broken down into constituent molecules, and the intestine can absorb it. The remaining carbohydrate digests and absorbs quickly. It takes a bit longer -- sometimes an hour or two -- to digest and absorb protein, notes Dr. Gary Thibodeau in his book "Anatomy and Physiology." Fat takes the longest to digest and absorb -- often several hours.
Because carbohydrates are the fastest of the food types to digest and absorb, they provide you with the most immediate source of energy. Fats, on the other hand, take quite some time to start providing energy to your cells, but they can help you feel full much longer than carbohydrates can, since they remain in your system so long. For these reasons, athletes often use carbohydrates -- and sometimes a little bit of protein -- to fuel them during athletic events, and save fat-containing food for replenishing their energy stores afterward.