My check engine light came on for my 2003 Cadillac Escalade and it won't come off.

That would indicate that the OBD-II system has detected a problem and has stored a DTC (Data Trouble Code), and you will have to have the vehicle hooked up to a code reader or a scanner to retrieve the trouble code(s) and reset the MIL (Malfunction Indicator Light)-(Check Engine) light.

You should be able to get your vehicle scanned for free at any major auto part store, and be sure that you write down the exact DTC number(s). once you have the trouble code(s) then you will know where to look for the problem with your vehicle.

My 03 did the same thing for several months. I had to replace my battery and once I did that it never came back on. This year for Cadillac wasnt a good one b/c I have had all sorts of problems with this truck. Now trying to figure out what the knocking noise in my steering colum is.......????