We present {observationally determined} mass distributions of Wolf-Rayet (WR) stars in WR+OB binaries and black holes (BH) in {spectroscopic} binaries. Both WR and BH mass {probability} distributions can be well approximated by unbiased log-normal functions. {Assuming that all WR stars with $M_\mathrm{WR}\gtrsim 6 M_\odot$ after core collapse are progenitors of the BHs,} the similar shape of their mass distributions before and after collapse suggests a power-law relation between them $M_{\mathrm{BH}} \simeq (0.39\pm0.09) {M_{\mathrm{WR}}}^{1.13\pm0.09}$. {Using the relation between masses of WR star and its CO-core, we obtain the empirical relation between the BH mass and CO-core of the collapsing WR star $M_\mathrm{BH}\sim 0.9 M_\mathrm{CO}$, which can be used in population synthesis calculations.}