The Check Engine light bulb allows the Check Engine light warning to be visible on the dashboard. If you turn the key and all the warning lights come on except the Check Engine light, you may need to replace the bulb. A non-working Check Engine light can be a serious problem, as there will be no warning if your vehicle has any system failures. This may also cause you to fail emissions testing, depending on the requirements of your state. If your Check Engine light bulb has burned out, O'Reilly Auto Parts carries Check Engine light bulb replacements for most vehicles.