It it's an '02, then just be patient and let it warm up. It only happened three times with mine and only in extremely cold temps. After three or so minutes it came back on. I changed a relay after the first episode, but it did it again two more times. Nothing to worry about.
However, on some SRX's (pre '02), there was a main harness that rubbed under the engine. This could be your culprit, but most likely it's the strange 'cold' gremlin that seems to plague the SRX for a few minutes.
Jon