Where ia the Fuel pump relay on a 2003 gmc Yukon XL Where ia the Fuel pump relay on a 2003 gmc Yukon XL? The Fuel Pump relay on this vehicle is located in the under the hood fuse block. It is labeled "F/pump" or something like that. It is next to Fuel Pump Relay - 2003 GMC Sierra 1500 HD | O'Reilly Auto Order Fuel Pump Relay for your 2003 GMC Sierra 1500 HD and pick it up in store—make your purchase, find a store near you, and get directions. Your order may be eligible for Ship to Home, and shipping is free on all online orders of $35+. Check here for special coupons and promotions.