GMC Yukon Denali 2003 Owner's Manual page 395

Underhood Fuse Block
The underhood fuse block in the engine compartment
on the driver's side of the vehicle near the battery.
Lift the cover for access to the fuse/relay block.
To remove fuses, hold the end of the fuse between your
thumb and index finger and pull straight out.
See Engine Compartment Overview on page 5-12 for
more information on its location.
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