Vortex solitons with a ring vortex core residing in a single lattice site in the semi-infinite gap of square optical lattices are reported. These solitons are no longer bound states of the Bloch-wave unit (Bloch-wave distribution in one lattice site) at the band edge of the periodic lattice, and consequently they do not bifurcate from the corresponding band edge. For saturable nonlinearity, one family of such solitons is found, and its existing curve forms a closed loop, which is very surprising. For Kerr nonlinearity, two families of such vortex solitons are found.