How would you respond to your Carbon Monoxide Alarm going off at 3:30 am?

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This morning I woke up to use the restroom around 3:25 and then laid back down. Just as soon as I was snuggled back in bed I heard a beep. I received a new Sonicare Toothbrush that I had plugged in to let it charge....so I was like well maybe it was the toothbrush letting me know that it was fully charged. I heard it again a minute later so I got up to investigate it. I went in to the hall by the bathroom to listen for the beep and I heard it again coming from the Carbon Monoxide Alarm. I've never had one of these alarms so I just kind of panicked because I thought it was telling me that the gas was leaking. I don't like gas it worries me and I would rather have electric. The first thing I thought was I need to get out of here so I started making my daughter some bottles to take with us and I got all of her stuff ready and started my car (it was very cold at this time of the morning). After a few minutes I figured my car was warm enough so I got my daughter about of bed and we went to my moms house (that lives 3 minutes away). I was worried about her because I had to wake her up from her nap (normally she only sleeps 30 minutes but she had slept for 3 hours). I called the hospital to ask them if I should bring her in and they told me that I should call the Fire Department first. Anyway I called the Fire Department and met them at my house just to find out that it was the batteries. I felt so dumb. What would you have done? Would you have checked the batteries before going through all of the trouble?