”Je suis descendu au escalier roulant.”

Question

Can you say this? Or would it have to be “J‘ai descendu l’escalier roulant.”

Accepted Answer

Your first example should use de instead of au to say Je suis descendu de l'escalier roulant. This would mean I got off the escalator. If you were to leave it as is, it would mean I went down to the escalator. If that's your intended meaning, then by all means. :)
Your second example means I went down the escalator. 
Similar meanings, but slightly nuanced. 
By the way, I know what you're trying to convey, but you can use l'escalator instead of l'escalier roulant (moving stairs). I'm not a native speaker though, so if I'm wrong, someone please correct me.