Lions are physically unable to purr. They are part of a genus known as the roaring cats as opposed to the genus referred to as the purring cats.
A tightly connected series of small bones running from the back of the tongue to the base of the skull permits smaller cats to purr. These felines include the domesticated house cat as well as cougars, bobcats and other wild cats. When these cats are content, their larynges vibrate, which causes the connected bones to vibrate as well, producing a purring sound. While lions do not have this set of fine bones, they do have the ability to roar, which smaller cats lack.