Consider Ohm's Law. V = I * R. Depending on V & R, I changes. But batteries and power supplies are not perfect. Different battery chemistries have different ESR, Equivalent Series Resistance. As the current through the battery increases, the voltage drops, because its as if an extra resistor is in the way. You're creating a voltage divider, and part of the voltage is dropping in the internal ESR resistance.
And it depends on the Battery. A GOOD 9V battery is an Alkaline or Lithium. A CRAPPY 9V battery is a Carbon-Zinc or Zinc-Magnesium or ""Heavy Duty"" battery. Rechargeable are in-between.
Notice the voltage and current on the 5Ω resistor in each of these circuits. An fully charged Alkaline or NiMh 9V will produce a few watts. The Carbon-Zinc can't even do 1 Watt.
simulate this circuit – Schematic created using CircuitLab
And that's before you even consider if the battery is drained or dead. 9V batteries in general have a very low capacity. It doesn't take much to drain them. If you are just doing some testing, consider a couple of AA in series, or buy a good Alkaline 9V. If you are designing this into a circuit, rethink what you need completely.