Both are difficult in their own respects. In tennis, you have such rivalries between players. A tennis tournament goes on for two weeks not just 4 days as in a golf tournament. But in tennis you are playing your opponent, that's the biggest difference, and usually the better player prevails.
In golf, you are battling the course and the conditions. Even if you play better than your pair, it doesn't mean you'll score better than him. Golf is a fickled game, so many things can go wrong, and you have to keep control of your emotions and nerves. I would say golf is much more difficult to repeat major championships than tennis because its bigger than beating your opponent, there's much more variables involved.