The high-velocity black hole in the low mass X-ray binary XTE J1118+480 could be the remnant of an massive star formed in the early stages of the evolution of the Galaxy (Mirabel et al. 2001). Alternatively, it could have been ejected from the Galactic plane as a result of a `kick' received during a supernova explosion (Gualandris et al. 2005). The chemical composition of the secondary star may provide unique clues on the origin of this black hole. Here, we present a medium-resolution optical spectra of the companion and determine the atmospheric abundances of Fe, Ca, Mg, Ni and Al. We find supersolar abundances for all these elements, rejecting the black hole was originated from the direct collapse of an ancient massive halo star. The compact object probably formed in a supernova event whose nucleosynthetic products polluted the secondary star. The observed element abundances and their ratios have been compared with a variety of supernova models for different metallicities and progenitor masses. Although we cannot definitely discard a supernova origin in the Galactic halo, the abundance pattern of the secondary star clearly suggest that black hole formed in the supernova explosion of a metal-rich massive progenitor and was violently `kicked out' from its birth place in the Galactic disc.