I want to use a voltage regulator to control my Circuit voltage. I want a voltage of 9V from 12V battery. I have L7812CV regulator but it was burn. And i have try L7805CV which give a output of 5V which is not sufficent to control my circuit. So can this regulator L7805CV be used to produce an output voltage of 9V. Is there any way to make a voltage regulator using zener diode????
You want a 7809 to regulate down to 9V, not a 7812.
Better yet, get yourself 2 DC-DC Buck Converters and save power. 78xx series are waste-y.
What matters more here is the current capacity of whatever device you use. If you try to draw more than it can take it will smoke on you.
What is in your ‘circuit’?
The 78xx regulators are great, but limited in their capability.
Most importantly, they can only provide ~1A output with an infinite heatsink... more like 600mA continuous with a good heatsink.
A schematic of all your parts & how they’re wired up, or at least a complete list of bits you’re powering is needed to estimate how much you need to think about.
Borish:
I want to use a voltage regulator to control my Circuit voltage.
You seriously need to properly explain what "control my Circuit voltage" means to you?
I suspect it does not mean what we might expect. 
Paul__B:
You seriously need to properly explain what "control my Circuit voltage" means to you?I suspect it does not mean what we might expect.
Tom...
