There are 3 ways that you can do this.
Method 1: Outgoing links > Broken links report
You can put a domain or a specific URL into Ahrefs Site Explorer and go to the Outgoing Links > Broken Links report from the left menu.
In this report, you’ll see a list of all the pages that contain broken links to other websites. The reason for a link being broken is shown as a red tag under the Anchor and Link column. Usually the possible reasons are “404 not found” or "cannot resolve host".
You can filter broken links based on different “Link types” as follows:
You can export the list of broken links using the “Export” button in the top right corner of the report.
Please note that outbound links are found based on when our crawler has last crawled the referring page (RP check) and destination page (DP check).
To check for broken outbound links on-demand, please use Site Audit as described in Method 2.
Method 2: Site Audit
You can check if backlinks are broken on-demand, by conducting Site Audit for any website that you have as a project.
Before starting the crawl
Please make sure you have enough site audit crawl credits in your plans' limits
Please ensure that "Check HTTP status of external links" is turned on.
If this is toggled off, only internal links will be checked.
Once the site audit crawl is completed, any pages that are found to have outgoing broken links will be flagged under the "Page has links to broken page" issue:
If this issue does not show up, it means the page does not have any outgoing links to broken pages.