Both gunshot or gun wounds and Knife wounds are pretty serious and can cause death in people soon or even instantly if not treated in time.
But when it comes to whether the knife wounds or gun wounds are more serious I would say that the gun wounds are usually the more serious wound.
More people die from the gun wounds than they do from knife wounds because usually the bullet penetrates more serious organs than someone getting stabbed.
Although if the person who is stabbing the other person knows exactly where to stab the person then it could be serious as in instant death or near instant death as well.
But you're more likely to die instantly from a gunshot wound than from a knife wound because it doesn't take much effort to shoot someone in a serious vital organ or the head as it would to stab someone in a vital organ.