Recent studies of chemical abundances of secondary stars in low mass X-ray binaries have opened a new window to obtain information on the progenitors of black holes and neutron stars. Secondary stars could have captured a significant amount of the ejected matter in the supernova explosions that originated compact objects in these systems. Thus, anomalous atmospheric abundances of these stars may be a signature of nucleosynthetic products in supernovae. The detailed chemical analysis of secondary stars may provide constraints on many parameters involved in supernova explosion models like the mass cut, the amount of fallback matter, possible mixing processes, and explosion energies and geometries. Such chemical analysis has been made in two black hole binaries: GRO J1655-40 (Israelian et al. 1999) and A0620-00 (González Hernández et al. 2004) where we have found several elements enhanced in the secondary stars. These element abundances compared with element yields in supernova explosion models suggest that the progenitors of compact objects were massive stars in the mass range 25-40 Msolar. We have also studied the neutron star binary Cen X-4 (González Hernández et al. 2005, submitted) where such strong anomalous abundances, with respect to element abundances in stars with similar Fe content, have not been found. However, element abundances appear to be super solar which might be explained if the secondary could be polluted by the ejected matter (also containing Fe) in a SN explosion of a progenitor with a He core of roughly 4 Msolar.