The combination of the two hot topics of spin-orbit coupling and honeycomb lattices leads to the appearance of fascinating issues. In this paper, we investigate the existence and stability of vector gap solitons of spin-orbit-coupled Bose-Einstein condensates loaded in honeycomb optical lattices. The existence and stability of vector gap solitons are highly sensitive to the properties of interspin and intraspin atomic interaction. We numerically obtain the parametric dependence of the existence of vector gap solitons both in the semi-infinite gap and in the first gap. Since only dynamically stable localized modes in nonlinear systems are likely to be generated and observed in experiments, we examine the stability of the vector gap solitons by using the direct evolution dynamics, and obtain the phase diagram of stable and unstable vector gap solitons on the parameter plane of interspin and intraspin atomic interactions.