In NH3, N is more electronegative than H. So, N pulls the electrons from H towards itself and so the direction of the moment due to the N-H bonds is in the same direction as that of the lone pair of electrons on Nitrogen.
Whereas in NF3, the electronegativity of the F is more than N, thus the dipole moment of the bond pairs of electrons between N and F is towards F. But the dipole moment of the lone pair of electrons of N is opposite to the dipole moment of a bond pair.
So, NH3 posses more dipole moment than that of the NF3