We investigated whether caffeine ingestion before submaximal exercise bouts would affect supramaximal oxygen demand and maximal accumulated oxygen deficit (MAOD), and if caffeine-induced improvement on the anaerobic capacity (AC) could be detected by different methods. Nine men took part in several submaximal and supramaximal exercise bouts one hour after ingesting caffeine (5 mg·kg-1) or placebo. The AC was estimated by MAOD, alternative MAOD, critical power, and gross efficiency methods. Caffeine had no effect on exercise endurance during the supramaximal bout (caffeine: 131.3 ± 21.9 and placebo: 130.8 ± 20.8 s, P = 0.80). Caffeine ingestion before submaximal trials did not affect supramaximal oxygen demand and MAOD compared to placebo (7.88 ± 1.56 L and 65.80 ± 16.06 kJ vs. 7.89 ± 1.30 L and 62.85 ± 13.67 kJ, P = 0.99). Additionally, MAOD was similar between caffeine and placebo when supramaximal oxygen demand was estimated without caffeine effects during submaximal bouts (67.02 ± 16.36 and 62.85 ± 13.67 kJ, P = 0.41) or when estimated by alternative MAOD (56.61 ± 8.49 and 56.87 ± 9.76 kJ, P = 0.91). The AC estimated by gross efficiency was also similar between caffeine and placebo (21.80 ± 3.09 and 20.94 ± 2.67 kJ, P = 0.15), but was lower in caffeine when estimated by critical power method (16.2 ± 2.6 vs. 19.3 ± 3.5 kJ, P = 0.03). In conclusion, caffeine ingestion before submaximal bouts did not affect supramaximal oxygen demand and consequently MAOD. Otherwise, caffeine seems to have no clear positive effect on AC.