Is it rotating around the center of the sprite? I forget what Construct 2 uses as the basis for its rotation, but it might be the Origin image point. Double click the sprite to open the sprite editor, then towards the bottom left there is an icon that opens the image point editor (when it opens, you might have to move some windows around to find it). You can move the Origin image point (image point number 0) to wherever you want the sprite to rotate around.