Does whey protein concentrate contain more calories than whey isolate?

The difference in calories between the two will be very minor. Whey concentrate comes along with a small amount of carbohydrates and fat, and contains slightly less protein per weight. This almost balances out since all three contain calories. I wouldn't make your decision on whey concentrate vs. isolate simply by the calorie content of them. The difference in total calories in a normal serving of whey concentrate vs. isolate may only be about 10.

You may want to choose isolate vs. concentrate if you are looking for a faster digesting protein source, or if you are trying to limit lactose consumption.