In this Article, we study the hydrodynamics and burn of the thermonuclear fuel in inertial confinement fusion pellets at the ion kinetic level. The analysis is based on a two-velocity-scale Vlasov-Fokker-Planck kinetic model that is specially tailored to treat fusion products (suprathermal α-particles) in a self-consistent manner with the thermal bulk. The model assumes spherical symmetry in configuration space and axial symmetry in velocity space around the mean flow velocity. Compared to fluid simulations where a multi-group diffusion scheme is applied to model α transport, the full ion-kinetic approach reveals significant non-local effects on the transport of energetic α-particles. This has a direct impact on hydrodynamic spatial profiles during combustion: the hot spot reactivity is reduced, while the inner dense fuel layers are preheated by the escaping α-suprathermal particles, which are transported farther out of the hot spot. We show how the kinetic transport enhancement of fusion products leads to a significant reduction of the fusion yield.