Elemental abundances are key to our understanding of star formation and evolution in the Galactic Centre. Previous work on this topic has been based on infrared (IR) observations, but X-ray observations have the potential of constraining the abundance of heavy elements, mainly through their K-shell emission lines. Using 5.7 Ms Chandra observations, we provide the first abundance measurement of Si, S, Ar, Ca, and Fe, in four prominent diffuse X-ray features located in the central parsec of the Galaxy, which are the manifestation of shock-heated hot gas. A two-temperature non-equilibrium ionization spectral model is employed to derive the abundances of these five elements. In this procedure, a degeneracy is introduced due to uncertainties in the composition of light elements, in particular, H, C, and N. Assuming that the hot gas is H-depleted but C- and N-enriched, as would be expected for a standard scenario in which the hot gas is dominated by Wolf–Rayet star winds, the spectral fit finds a generally subsolar abundance for the heavy elements. If, instead, the light elements had a solar-like abundance, the heavy elements have a fitted abundance of ∼1–2 solar. The α/Fe abundance ratio, on the other hand, is mostly supersolar and insensitive to the exact composition of the light elements. These results are robust against potential biases due to either a moderate spectral signal-to-noise ratio or the presence of non-thermal components. Implications of the measured abundances for the Galactic Centre environment are addressed.