Illumination of the Check Engine Light can be caused by a loose or worn gas cap.Google+
Car Problem Reports
GMC Sierra 2500 HD Check Engine Light Due to Gas Cap Issue
GMC Sierra 2500 HD Problem
Exhaust & Emissions Affected: Gasoline
Average Mileage: 106,000 mi (92,000 mi - 120,000 mi)
Visitor, 2004 GMC Sierra 2500 HD, 120,000 mi
Worn gas cap, check engine light illuminates and does not resolve itself until cap re-set and several (10ish) run cycles.