I'd just like to counter the main flow of advice here that appears to say that a CD can't affect the bass response. Well, in my humble opinion, this is totally wrong and inaccurate advice. Yes, room acoustics will affect the sound you here and yes not all speakers are born equal. Some are much better than others in the bass department BUT no speaker can reproduce bass that is not already there in the system.
I experimented last night with 3 different CDP's in my system. With amp and speakers / positioning at a constant, the only difference in the system was the "source components". Well I am astounded by the difference a good, ney REALLY good CDP can make. One CDP in particular made my speakers seem like a different pair. The bass was very weighty, deep but well controlled. Drums in rock music had a real slam to them. But the "weight" and depth of the bass seemed to increase incredibly with this one CDP.
So the OP was right to ask the question but I feel that the responses so far which discuss speakers etc exclusively are forgetting that the "no bass in, no bass out" rule still applies to any source component. A better CDP would potentially sort out the missing bass.