We report the discovery of a strong overabundance of several α-elements in the atmosphere of the star orbiting around the massive black hole in the binary system GRO J1655-40 (Nova Scorpii 1994). A high-resolution spectrum of this star obtained with the Keck I 10m telescope reveals the presence of extra strong absorption lines of O, Mg, Si, and S. Our analysis using spectral synthesis techniques and a suitable model atmosphere indicates that these elements are 6 to 10 times more abundant in the star than in the Sun. The overall spectrum of the companion resembles that of a normal subgiant star with a solar iron abundance. We interpret the enhanced abundances of α-elements as a direct result of the nucleosynthesis in a supernova/hypernova explosion event associated with the progenitor of the black hole. This is to our knowledge up to now the most direct evidence for a link between a supernova explosion and the formation of a black hole.