Sometimes this happens with cubes, it's usually only one face that is loose.
It might be worth disassembling the cube to see which centre-piece looks to be loose - pull on opposite centres, and observe the gaps between the core and the bottom of the centre-piece, you want them identical.
Remove the screw on the loose centre, and thoroughly clean the metal screw-thread of any lubricant, and try and clean inside the core hole, too, with paper tissue, etc. Then re-assemble and see if that helps.
If it doesn't, I recommend thread-locking compound (nut-lock, stud-lock), something like Loctite 243, though any similar general purpose product should be OK. When it's set, you can still make fine adjustments to the screw.