A gun fires a small bullet with kinetic energy K. Then, kinetic energy of the gun while recoiling is 

After firing, the momentum of gun and bullet is same.

Therefore, by the relation, $K=\frac{p^2}{2m}$

We have,                           $K \propto \frac{1}{m}$                                        (As p is same)

As, the mass of gun is greater, hence its kinetic energy will be less.