You are probably talking about the objects sprite ? In that case, its a limitation of DirectX and/or your video-card.
Can i fix it;
Fix ? No. Work around it ? With difficulty : you could draw the visible sprite in multiple parts, but would need to provide, for collision-checking, a smaller sprite to the "mask"-box, and than scale it up by using"image_xscale" and "image_yscale" so that it (somewhat) matches the visible image.