How is it connected to your system? What component is it attached to, a pre-amp, processor, HT receiver or amp? If it's connected via speaker level connections and the main speakers are working, the problem is likely in the sub. If you are connected via line-level interconnect, can you try a different source? If it works with a different source, the issue is in the component it was connected to.
If you can determine if the problem is in the sub, or the component to which it is connected, you can start troubleshooting from there. If in the sub, check for fuse or something in the sub. If in the electronic component, is there any possible configuration issue (if an HT receiver or processor).