We show that optical moiré lattices enable the existence of vortex solitons of different types in self-focusing Kerr media. We address the properties of such states both in lattices having commensurate and incommensurate geometries (i.e., constructed with Pythagorean and non-Pythagorean twist angles, respectively), in the different regimes that occur below and above the localization-delocalization transition. We find that the threshold power required for the formation of vortex solitons strongly depends on the twist angle and, also, that the families of solitons exhibit intervals where their power is a nearly linear function of the propagation constant and they exhibit a strong stability. Also, in the incommensurate phase above the localization-delocalization transition, we found stable embedded vortex solitons whose propagation constants belong to the linear spectral domain of the system.