Before AF sensors came along, they started using heaters in O2 sensors. They did this to help get the sensors up to operating temperature quickly. The quicker the sensor comes up to temperature, the more efficient the engine will be. The O2 sensor heater helps accomplish this. When an O2 sensor heater fails, it usually sets off the MIL or check engine light. There’s usually a separate code for an O2 sensor heater failure. When this happens, your O2 sensor will still operate; however, it will take a lot longer to heat up to operating temperature. This means that your engine is not running as efficiently as it could. A loss of efficiency means what, kids? That’s right, a decline in fuel economy. Technically, a failed O2 heater is not the end of the world, but if you want the best fuel economy, fix it sooner rather than later. Here’s a video about diagnosing and repairing an O2 sensor heater failure.