I have read that here may be rare occurrences of severe liver injury in patients taking active ingredient orlistat, marketed as Xenical or Alli according to FDA. Signs and symptoms of liver injury may include:

Itching
Yellow eyes or skin (jaundice)
Dark urine
Loss of appetite
Light-colored feces (stools)

If you notice this symptoms, it's best to consult with your doctor for precaution.