Actually, they do not say the same thing at all. One says strain at a gnat - ie. if they see a gnat, they strain because of it (but it does not indicate success - more their motivation for straining). The other phrase indicates what they do - straining out the gnat. The first one implies a hypercritical mentality that will pick apart little things, but be so far off on the big things (swallow a camel).

The King James says: Matthew 23:24 Ye blind guides, which strain at a gnat, and swallow a camel.

Where does that other verse come from - the NKJV?