Problems when rotating object to animate in Unity

Hello,

I am trying to create some animations for a car model in Unity and I have a problem with the rotation of the wheels

https://imgur.com/a/HcWxyob

Here I can set the rotation properly as the pivot point seems to be at the center like how I want it to be but

https://imgur.com/a/TUpXBDX

When I play the animation it rotates on some other pivot point outside of the center of the wheel and even the car

Would you guys know how to fix this? I made the models in Blender, sorry if this is a dumb question!

Thanks!