Illumination of the Check Engine Light can be caused by a loose or worn gas cap.Google+
Car Problem Reports
GMC Yukon XL Denali Check Engine Light Due to Gas Cap Issue
GMC Yukon XL Denali Problem
Average Mileage: 107,750 mi (63,000 mi - 189,000 mi)
Visitor, 2003 GMC Yukon XL Denali, 100,000 mi
This has happened twice that the check engine light came on with the message of tighten gas cap
Visitor, 2005 GMC Yukon XL Denali, 63,000 mi
Check engine comes on. A bottle STP gas treatment or dry gas fixes it.
Check engine light due to gas cap issue.