I have though a bit about your question and the conclusion that I arrive is that they both have the same meaning. In other words they are synonyms. To my ear "needless" sounds more elegant than "unnecessary."
@elserguerr Needless to say, I don't agree with your definition of "needless" as being "I need not say." Needless means it is not needed. So one can say "his death was needless" as well as say "his death was unnecessary."
Thank you all and sorry for being late reply. They are almost same but using "unnecessary " is natural. In my understanding, ,"unnecessary “ is stronger than "not necessary" but just wondering which is more strong "unnecessary" or "needless"?