The simple reason is gravity.
Gravity is, in simple terms, the force with which one object attracts another object. Heavier objects exert a much larger gravitational pull on lighter objects as compared to the gravitational pull of the lighter objects on the heavier objects. The sun is the heaviest object in our solar system and is more than 3,00,000 times heavier as compared to Earth. Conversely, the earth is about 81 times as heavy as the moon. This means that the sun exerts a much larger gravitational pull on the earth as compared to the moon. This causes our Earth to orbit the sun and not the moon.
This is also the reason that all the planets in our solar system revolve around the sun and that our man-made satellites revolve around the earth.
Hope this helps.