Illumination of the Check Engine Light can be caused by a loose or worn gas cap.Google+
Car Problem Reports
Cadillac Escalade Check Engine Light Due to Gas Cap Issue
Cadillac Escalade Problem
Average Mileage: 64,957 mi (20,000 mi - 85,000 mi)
Visitor, 2010 Cadillac Escalade, 66,000 mi
everytime i get gas engine light comes on thereafter
2 weeks after getting the vehicle, got the same problem. Turned out the cap was good, just needed to be turned a couple of times. Now I crack the max out of the cap and it hasn't happened since.
Visitor, 2009 Cadillac Escalade, 20,000 mi
Check engine light will illuminate when gas cap is not properly sealed.