Uncoupling proteins (UCPs) belong to the superfamily of mitochondrial-inner-membrane anion-carrier proteins. Uncoupling proteins play a role in normal physiology such as it generate heat.
As a consequence of their regulated proton channel/transport mechanism, UCPs are capable of dissipating the proton (H+) gradient generated by the mitochondrial respiratory chain. In other words, when the UCPs are active, they allow the protons to return to the matrix side, diminishing the proton-motive force and thus decreasing the ATP synthesis yield. In this case, the proton gradient is not used to do biochemical work (ATP synthesis, protein import, metabolite transport, etc.). Instead, energy is lost as heat, which from the thermodynamic point of view is "useless" energy. The respiratory chain will continuously pumping protons and transferring electrons to oxygen, but most of the protons will come back immediately through the UCP in a futile cycle.
However, UCPs activity is useful in some species for thermogenesis. For example, when some plants are exposed to cold temperatures, they express or activate UCPs decreasing the ATP synthesis but using the energy lost as heat to warm up. Other classical example is the UCP1 (thermogenin), which was discovered in the brown adipose tissue.