RE: I went to sight in my scope today
If I had to bet (with the little info that you gave) I would say scope. However, if it is an older gun that has been shot a lot there is a possibility that the barrel could be shot out. I had bought a .243 a long time ago that wore me out trying to sight it in, come to find out the barrel had been shot out. Then again, I have also bought brand new (low end) scopes that I had to take back they would not hold a zero.
If you could throw a little more info our way, we might be able to give a better opinion...