Check Engine Hell!!!

Have you done anything to the engine? Any mods or anything?

Could just be the actual O2 sensor. If that's bad, the car thinks its not getting any oxygen to the engine, thus CEL comes on. Make sure that all the wires are connected to the air sensor. You'll have to take apart the airbox to check that, but it's really easy to do. Just for plastic latches hold the two pieces together, once you get those popped off, it's comes apart easy, and you'll see the connectors. Also make sure that the little metal grate inside there is where it's supposed to be. Sometimes not having that there messes up the air sensor.