Feeling low, listening to CD after midnight (12)
I believe the answer is:
disconsolate
'feeling low' is the definition.
'disconsolate' can be an answer for 'low' (I've seen this before). I am not sure about the 'feeling' bit.
I don't understand the remainder of the clue.
(Other definitions for disconsolate that I've seen before include "Deeply sad" , "Unhappy and unable to be comforted" , "Sad; beyond comfort" , "Unhappy and impossible to comfort" , "Very sad or disappointed" .)