Caffeine is being used more, and more, in the cosmetics, and personal care, industry due to its definite impact on fluids and the way that they are stored. Well known for its ability to increase micro circulation, and reduce puffiness, it is recognized as one of the best actives for dark circles and puffiness.
If you add caffeine to an oil scrub, it won't have much effect on cellulite as it has moderate water-solubility and low oil-solubility.
Caffeine is water-soluble.
Soluble at 1 gram in 46 mL room temperature water or 1g in 5.5mL water at 80C. It can be added in an aqueous solution after cooling down your emulsion. Or to a pre-made cream or lotion, dissolve it in a small amount of water, add preservative and mix it into the cream.
NOTE: There are many people who are sensitive to the stimulating effects of caffeine. The same effect that one might get from the consumption of caffeine, one will get from the topical use of caffeine. Caffeine should not be used by anyone who is sensitive to those stimulating effects. Use with caution until you know how you will respond to its effects.