No safe is going to guarantee thieves won't somehow get into them. Your responsibility is to make it harder for a thief to take it from you, or to guard against children accidentally getting their hands on a rifle/pistol/firearm.
As @marflow stated, a safe is a metal box that locks and discourages the wrong people from accessing your "stuff." I know here in CT an air rifle or air pistol, by law, is designated as a "dangerous weapon."
Harbor Freight always has a big sale (right now as a matter of fact) on their brand of gun safe. It doesn't have to be the best, it just has to make it harder and take more time....time is something most people stealing stuff don't have; they don't want to spend a lot of time in a place that they are not wanted and that the rightful inhabitants might be armed since there is a gun safe there!
My 2 cents worth.