2001 Volkswagen Jetta Catalytic converter

I recently bought a 2001 jetta vr6, and the first time I filled the tank I put regular in it. The next time I put premium and the check engine light came on, so I took it back and they told me it was the gas cap. The next time I filled the tank I put premium again and the check engine light came on again. This time I took it to a different mechanic and they said it was the catalytic converter, and that I needed a new one. Can this light be because of the gas because I am not noticing any problems with the car other than the check engine light?