Well, for a short story to be all these things, it often has unexpected twists. For example, in 'The Landlady' the fact that the seemingly nice landlady is actually a bit of a serial killer is an unexpected and frightening twist that also has a bit of a dark humor to it. Also, the use of vivid and strange characters can contribute. Like in 'The Tell - Tale Heart', the narrator's own madness makes the story both fantastic and frightening, and there's a certain humor in his self - delusion. Another factor is the setting. A spooky old house or a strange town can add to the feeling of the fantastic, and if there are comical elements in how the characters interact with that setting, like in 'The Canterville Ghost', it can be funny too.
One aspect is the combination of different genres within the story. If it has elements of horror, comedy, and the supernatural, it can be all three. Take 'The Monkey's Paw'. The idea of a magic paw is fantastic, the consequences of the wishes are frightening, and there are some moments of black humor, like when the father wishes for money and his son dies as a result, which is a very dark and sort of funny in a tragic way situation. Also, the writing style matters. A vivid and engaging writing style that can quickly shift from light - hearted to spooky can make a story both funny and frightening. For example, Roald Dahl's writing often has this quality where he can make you laugh one moment and be on the edge of your seat the next.