Consuming caffeinated coffee has been linked to improved physical endurance and athletic performance. (Plus, it may even help you burn calories 4% faster.)
An "Ergogenic Effect"
The effects of coffee consumption on sports performance are linked to the caffeine in coffee, rather than to coffee itself. Research suggests that caffeine may have an ergogenic effect, or that it can improve physical performance by reducing symptoms of fatigue. [Source]
Caffeine May Improve Endurance and High-Intensity Performance
The effect of caffeine on sports performance is most evident in endurance (aerobic) sports lasting longer than five minutes - e.g. running, cycling and rowing.
Studies have shown that in endurance exercise, caffeine improves time-trial performance and has shown a reduction in muscle pain. Caffeine may moderate perceived exertion, pain and levels of fatigue, all of which are likely to lead to improvements in performance. [Source]
In short-term, high-intensity (anaerobic) exercise, caffeine may also help improve performance. [Source]
Caffeine May Increase Adrenaline Production During Exercise
For both aerobic and anaerobic activity, caffeine most likely exerts its effect via the adenosine receptors in the brain – a pathway that leads to increased adrenaline production, which stimulates energy production and improves blood flow to the muscles and heart. [Source]
Caffeine May Help Circulation
A small study from Japan suggests that the caffeine in a cup of coffee might help small blood vessels work better, which could ease strain on the heart.
According to the research, a cup of caffeinated coffee caused a 30% increase in blood flow through the small vessels of people's fingertips, compared with a cup of decaf.
Coffee May Reduce Muscle Soreness After Exercise
Research has shown that caffeine consumption may help alleviate exercise muscle pain, helping to speed healing and recovery time.
The Dehydration Myth
Contrary to common misperception, a 2014 study found that drinking coffee does not contribute to dehydration.
Coffee can also serve as a post-workout recovery drink, replenishing your system with fluid lost via sweat while restoring your energy levels. [Source]