It depends on how well the gun safe is built. The most secure gun safes have a thick metal construction that’s hard to cut or break into.
The locks typically have two or three steel bolts that can resist different types of attacks.
Finally, gun safes come with predrilled holes at the back so that you can secure the safe to the wall. This prevents a burglar from getting away with the entire safe if they are unable to break into it.
As long as you don’t leave the keys lying around, your gun safe is pretty secure against common burglars.