Typically every pre-workout supplement for women and men has caffeine in it. This is to assist with improving strength and performance and to give you energy. However, you need to look for the amount of caffeine in your pre-workout because some people are more sensitive to high amounts of caffeine. A mistake many are making is to think that the more caffeine there is in your supplements, the better it will work.s. It can also help you avoid excess fatigue after your workout.