Check Engine Light on 05 Saturn Vue?

My check engine light has been on for a few weeks. At one point, I tightened the gas cap and it went away until I had to fill up with gas, then it reappeared. I thought buying a new gas cap would help, but it didnt. I took it to Auto Zone and it ped their free test. Nothing could be detected...I am at a loss...What else could be causing the problem? She still drives well. Please help!