Welcome Prankster!
What scope are you using and at what distance?
Scopes calibrated for higher power ammunition will often not have enough adjustment to accommodate the slower, less powerful rimfire round. When fired, a .22lr bullet will not arc upward in flight to the degree of more powerful calibers yet it will drop much faster. The result is a much lower point of impact on target. There are optics which are specifically calibrated for rimfire ammo that might solve your problem.
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As AK suggested, there may be an issue with the alignment of the action/barrel inside the shell. If the top rail is not running parallel to the bore axis, then you would certainly have difficulty creating a proper point of aim/point of impact relationship.
Do you have this same issue with the iron sights as well?