That seems a little odd. As I understand it, you are saying that the Check Engine light was on for a period while the ignition was off?
If that's so, that is not normal operation. Normal operation is for the Check Engine light to come on when moving the key to the run position (so you can tell it's not burnt out), then go off after cranking and starting the car. If a fault has been detected and stored, the light will stay on while the car is running.
Do you know how to check the code?