Although the check engine light can mean other things such as bad ignition coil, engine misfire, bad spark plugs etc.
The most common cause is a loose gas cap. If your check engine light comes on the first thing you should check is your gas cap to make sure it is on tight.
Even if your gas cap is on tight the gas cap itself could be damaged or faulty causing the gas cap to not seal properly.
It also could be a bad catalytic converter or faulty sensors.