The answer to what is the deepest canyon depends on where you are looking
It all depends on where you're looking, on Earth or in the entire solar system.
If you're scouting for the deepest scar on Earth, it might not be where you think. Though the Grand Canyon is known for its majestic landscape, the deepest gorge on the planet is found where the Pacific Plate sinks underneath the Philippine Plate. Called the Mariana Trench, the underwater canyon descends 35,827 feet (10,920 meters) — the Grand Canyon only averages about 4,000 feet (1,200 meters) in depth.
But if you're looking for the biggest known canyon in the solar system, that's Mars' Valles Marineris. It is the widest known canyon — in some places the space between its walls would span the width of the entire continental United States — and can reach up to 10 times as deep as the Grand Canyon.