There are many factors that can cause a sponge cake or other baked goods to sink in the middle after baking, such as a lack of leavening, too low of an oven temperature or opening the door too many times during the baking process. Using cold dairy products or undercooking the cake batter can also cause a sponge cake to fall in the center.
When baking a sponge cake or similar item, make sure to use the correct amount of leavening (such as baking soda or powder) and cook it for the proper amount of time. Be sure to preheat the oven before baking; a cold oven will add extra baking time to your cake. Avoid opening the oven door during the baking process, as this lets heat escape. Use dairy products that are room temperature so as to not lower the batter's temperature.