There's a study done on rats which supports this.
T. Wolden-Hanson, D. R. Mitton, R. L. McCants, S. M. Yellon, C. W. Wilkinson, A. M. Matsumoto, and D. D Rasmussen Daily Melatonin Administration to Middle-Aged Male Rats Suppresses Body Weight, Intraabdominal Adiposity, and Plasma Leptin and Insulin Independent of Food Intake and Total Body Fat Endocrinology 141: 487-497, doi:10.1210/en.141.2.487
It is also known that good sleep improves weight loss, so melatonin may help us lose weight by improving the quality of our sleep.
Sanjay R. Patel, Atul Malhotra, David P. White, Daniel J. Gottlieb, and Frank B. Hu Association between Reduced Sleep and Weight Gain in Women Am. J. Epidemiol. (15 November 2006) 164(10): 947-954 doi:10.1093/aje/kwj280