Blood Vessels
Artery
Arteries are very close to the heart and they receive blood that is directly and forcefully pumped out from the left ventricle of the heart.
The walls of arteries have a thick elastic muscular layer, which allows the walls to stretch and recoil easily. This structural feature enables arteries to withstand (prevent the bursting / tearing of the walls) and sustain (to maintain the driving force for distribution of the blood around the body) the high blood pressure.
Vein
Veins are situated far away from the heart (the forceful pumping of the left ventricle), and thus the blood flowing through them is at low pressure.
Thus veins have thinner walls (with thin muscular elastic layer).
.... But veins need to have valves (that arteries do not need since the blood flowing through the arteries are at high driving forward pressure!).....
Semi-lunar (venous) valves