To do this, you must have run a crawl of your website in Site Audit.

Head to Overview or Internal Pages > 4XX Page to see the “No. of inlinks” column. Click on the numbers in this column to see a list of pages that have links to the target page.

Go to Overview or Outgoing Links > Page has links to broken page. You'll get a list of all the pages on your website that link to broken pages.