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"The door and the vault is made of Valyrian stone. The hardest stone does not make a mark."
Xaro Xhoan Daxos[src]
OpenVault

Valyrian stone is a hard species of stone, originating from Valyria.

History

Season 2

Xaro Xhoan Daxos shows Daenerys Targaryen his vault, stating that both the inside and the door are made from Valyrian stone. He also says that he offered the best locksmiths in Qarth their weight in gold if they could break into it, however, they all walked away empty handed. Xaro later offers it's contents if she consented to his marriage proposal. Xaro keeps the key to the vault in the form of a necklace.

After defeating Pyat Pree, Daenerys returns to the vault, along with the captured Xaro (now the self-proclaimed King of Qarth) and his lover (Daenerys' handmaiden Doreah), and opens it, revealing nothing. She later locks both Xaro and Doreah in the vault for their betrayal.