Check engine light, but no error codes...

I have a '99 Jeep Cherokee XJ with a 4.0. It's still running good, but a check engine light came on. I took it to AutoZone and O'Reilly's and ran it using each of their code scanners. Both connected just fine and then came back with no error codes and said "ok"...

I have no clue where to start now... Any ideas?

"came"

as in past tense?

If there is not a light right now, it might not show any codes.

On my 2000 if the gas cap is not sealed (closed) while running the check engine light comes on. When the cap is sealed the light will go out. I found this out after the cap lanyard got caught between the cap seal & the neck. Once I found it the light went out. This didn't show a code after the light went out.

Remember the connector problem that kills the instruments, one of the dozen symptoms was the CE would come on, whack the dash and see if it goes off.