I would need to know the year and type Grand Cherokee to be able to answer this question. For the most part though you should be able to find this attached to the side of the transmission housing.
My bigger concern is why you think you need to replace it? If you've had a check engine light come on and it indicates that this was the problem, just know that you need to do a complete diagnostic check of the component before replacing it. Many times there is another problem that is causing this component to read bad.
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〉 Answered on Sep 21st, 2007 by Lori Johnson, Owner and Instructor at Ladies Start Your Engines