We demonstrate the self-trapping of single- and double-charged optical vortices in waveguide lattices induced with a self-defocusing nonlinearity. Under appropriate conditions, a donut-shaped single-charged vortex evolves into a stable discrete gap vortex soliton, but a double-charged vortex turns into a self-trapped quadrupole-like structure. Spectrum measurement and numerical analysis suggest that the gap vortex soliton does not bifurcate from the edge of the Bloch band, quite different from previously observed gap spatial solitons. Our numerical findings are in good agreement with experimental observations.