This is more likely due to the dough being underproofed. Allow the dough to rest somewhere warm for about 2 hours or until it has doubled in size. Sometimes this may take longer, sometimes the dough will rise quicker, depending on the temperature of the environment. If after 2 hours the dough has still not doubled in size, move it to a warmer place. Do not skip the second proof, as it will also affect how fluffy the doughnuts are. Also, make sure the yeast you are using is not out of date!