A cloning vector is a DNA molecule which can replicate in a suitable host organism, and into which a fragment of foreign DNA can be introduced. Most vectors used in molecular biology are based on bacterial plasmids and Bacteriophages (bacteria-infecting viruses). On the other hand expression vectors are vector that, in addition to the properties of a cloning vector, contains sequences that direct expression of the inserted DNA sequence in an appropriate host organism. It is also known as an expression construct, a plasmid or virus designed for protein expression in cells. 

Importantly, In case of Expression vector:

If you want to drive the expression of your desired gene, you need a vector that contains functional elements in your host organism. Expression vectors produce proteins through transcription of the vector's insert followed by translation of the mRNA produced. Although they share similar requirements, expression in different host organisms require additional elements: a selectable marker, a promoter for initiation of transcription, a ribosomal binding site for translation initiation, a termination signal, and so on. It is also important to make sure to codon-optimize your insert in order for the translation levels to be optimized as well.

The answer is eloquently explained here  http://www.majordifferences.com/2013/12/difference-between-cloning-vector-and.html

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