Year make and model?
You can pull out your 02 sensor and test them to make sure they are good, if they are you have a different problem.
You can check to see if the heater in the O2 sensor has failed fairly quickly. Unplug the sensor from the wiring harness. With an ohm meter measure the resistance across the 2 white wires. It should measure almost a short and most likely under 1 ohm. If you get no reading or high resistance the heater circuit has indeed failed and you need a new O2 sensor. If it reads almost a short the sensor is not at fault and there's a problem in the wiring harness.
Oxygen Sensor Test
Tools needed to perform these tests: Voltmeter
Step 1: Once the oxygen sensor sensing wire has been located connect a volt meter to the feedback wire and ground. Select the millivolt operation on the meter.
Step 2: Next, start and run the engine at idle until warm (about 15 minutes). Observe the voltmeter; it should bounce slightly at whatever voltage the sensor is centered at (about 150 millivolts).
Step 3: Continue to observe the meter and have a helper rap the throttle. The meter should drop for a split second as the mixture leans out in the first milliseconds of the throttle bore being opened. Then quickly rise for a spit second as the throttle closes and the mixture richens. The volt meter should stabilize at the original operating voltage when the engine returns to idle.