The epitaxial growth of germanium on silicon leads to the self-assembly of SiGe nanocrystals via a process that allows the size, composition and position of the nanocrystals to be controlled. This level of control, combined with an inherent compatibility with silicon technology, could prove useful in nanoelectronic applications. Here we report the confinement of holes in quantum-dot devices made by directly contacting individual SiGe nanocrystals with aluminium electrodes, and the production of hybrid superconductorsemiconductor devices, such as resonant supercurrent transistors, when the dot is strongly coupled to the electrodes. Charge transport measurements on weakly coupled quantum dots reveal discrete energy spectra, with the confined hole states displaying anisotropic gyromagnetic factors and strong spin-orbit coupling strength with pronounced gate-voltage and magnetic-field dependence.