Jean's suggestions are good and generally used when there is a problem like this especially with some CAD imports (where you can never make sure if there's some stray geometry far away).
Also, did you make sure that your model - no matter how "not big" it is - is not too far away from the (original!!!) World origin? This would create the same issue. If it seems to be close to the origin, right click on one of the axes and if "Reset" is available in the context menu, click on it and it will place the origin back to its original position.
Another guess could be a far away georeferencing. Are you by any chance modelling for Google Earth and have taken a GE Snapshot? Also (as I see you are on SU 7), in the very bottom left corner, there is a light bulb like icon (BTW what the heck is it supposed to be?). Hover over it and see if your model is georeferenced (by default in Boulder, Colorado).
Other than this, my only idea would be to upload your model here...