There is disclosed an oxygen heater, which uses a portion of supplied oxygen as auxiliary combustion oxygen, a hot oxygen lance and a pulverized solid fuel burner, both having oxygen heaters. The oxygen heater has a combustion chamber for burning fuel with a portion of the supplied oxygen. An oxygen-jetting opening is disposed around the combustion chamber. The oxygen jetted out of the opening forms a gas curtain between an internal wall of a mixing chamber and a flame produced in the combustion chamber, and is heated by the flame. Both the oxygen lance and the burner includes the above-mentioned oxygen heater.