I think you're missing sub event.
Make your event "On bigsprite clicked"
Right-click it "add a sub event"
Make that sub event "Mouse is not over littlesprite"
For these kind of basis I strongly suggest you to take a good look at the beginner's guide to construct2
even if this isn't the kind of game you want to do as of now.
The tutorial just goes over all the basic functionalities of C2, and you'll need to know them. :)