We present a lattice calculation of the decay constants and masses of $D_{(s)}^*$ and $B_{(s)}^*$ mesons using the gauge configurations produced by the European Twisted Mass Collaboration (ETMC) with $N_f = 2 + 1 + 1$ dynamical quarks and at three values of the lattice spacing $a \sim 0.06 - 0.09$ fm. Pion masses are simulated in the range $m_{\pi} \sim 210 - 450$ MeV, while the strange and charm quark masses are close to their physical values. We computed the ratios of vector to pseudoscalar decay constants or masses for various values of the heavy-quark mass $m_h$ in the range $0.7 m_c^{phys} \lesssim m_h \lesssim 3 m_c^{phys}$. In order to reach the physical b-quark mass, we exploited the HQET prediction that, in the static limit of infinite heavy-quark mass, all the considered ratios are equal to one. We obtain: $f_{D^*}/f_{D} = 1.078(36),$ $m_{D^*}/m_{D} = 1.0769(79)$, $f_{D^*_{s}}/f_{D_{s}} = 1.087(20)$, $m_{D^*_{s}}m_{D_{s}} = 1.0751(56)$, $f_{B^*}/f_{B} = 0.958(22)$, $m_{B^*}/m_{B} = 1.0078(15)$, $f_{B^*_{s}}/f_{B_{s}} = 0.974(10)$ and $m_{B^*_{s}}/m_{B_{s}} = 1.0083(10)$. Combining them with the corresponding experimental masses from the PDG and the pseudoscalar decay constants calculated by ETMC, we get: $f_{D^*} = 223.5(8.4)~\mathrm{MeV}$, $m_{D^*} = 2013(14)~\mathrm{MeV}$, $f_{D^*_{s}} = 268.8(6.6)~\mathrm{MeV}$, $m_{D^*_{s}} = 2116(11)~\mathrm{MeV}$, $f_{B^*} = 185.9(7.2)~\mathrm{MeV}$, $m_{B^*} = 5320.5(7.6)~\mathrm{MeV}$, $f_{B^*_{s}} = 223.1(5.4)~\mathrm{MeV}$ and $m_{B^*_{s}}= 5411.36(5.3)~\mathrm{MeV}$.