Yes. An illuminated Check Engine Light is an automatic smog check failure. Be cautious. A smog test station is not required to refuse the inspection of your Mercedes E430 simply because the Check Engine Light is on. The smog station will smog check your MBZ E430 and your vehicle will fail the smog inspection; you will still be required to pay for the smog test.
It is recommend you get a smog check diagnosis from a certified smog check repair station, and have your Mercedes's fault(s) repaired, check engine light turned off, and emission monitors reset.
NOTE: Emission Monitors are internal self-tests your Mercedes E430 will perform in order to ensure all emission systems are functioning properly. After all emission related repairs involving an illuminated check engine light, the emission monitors are cleared and require the vehicle be driven for al least 200-300 miles in order to "complete" the emission monitors. Your smog repair station will more than likely inform you of this.