To be certain:
1. Consult your owner's manual: This is the most reliable source. The manual will have diagrams showing the exact location.
2. Look under the vehicle: With the engine cool, carefully inspect the exhaust manifold and the immediate downstream exhaust piping. O2 sensors are usually threaded into the exhaust system and have a wire harness leading to them. They are typically cylindrical with a single wire coming out of them (older style) or several wires (newer style).
3. Use a repair manual or online diagrams: A Haynes or Chilton repair manual for your specific year and engine will show the sensor's location clearly. Online resources like auto parts store websites (e.g., AutoZone, Advance Auto Parts) often have diagrams you can view after entering your vehicle's information.
Important Note: Exhaust systems get extremely hot. Allow the engine to cool completely before attempting to locate or work on the O2 sensor. Wear appropriate safety gear, including gloves.