Neither are really painful. I've had numerous blood tests in the past, and plenty were in the finger. I suppose that I'm a bit desensitized to the "pain", but all you feel is a little pinch, which stings a little, and then it's done. It's really not that unbearable. It's not like you're being stabbed with a sword or anything. A shot in the forearm barely hurts, but you have a tight rubber thing wrapped around your upper arm which is exceptionally irritating, but it's not painful. Neither are painful, but if I had to choose which was more painful, I'd say that the finger prick is more painful.