Aims. We determine masses and mass-to-light ratios of five ultra-compact dwarf galaxies and one dwarf elliptical nucleus in the Fornax cluster from high resolution spectroscopy. Methods. Velocity dispersions were derived from selected wavelength regions using a direct-fitting method. To estimate the masses of the UCDs a new modelling program has been developed that allows a choice of different representations of the surface brightness profile (i.e. Nuker, Sersic or King laws) and corrects the observed velocity dispersions for observational parameters (i.e. seeing, slit size). Results. The observed velocity dispersions range between 22 and 30 km/s. The resulting masses are between 1.8 and 9.5x10^7M_sun. These, as well as the central and global projected velocity dispersions, were derived from the generalized King model which turned out to give the most stable results. The masses of two UCDs, that are best fitted by a two-component profile, were derived from a combined King+Sersic model. The mass-to-light ratios of the Fornax UCDs range between 3 and 5 (M/L_V)_sun. Within 1-2 half-mass radii dark matter is not dominating UCDs. Conclusions. We show that the mass-to-light ratios of UCDs in Fornax are consistent with those expected for pure stellar populations. Thus UCDs seem to be the result of cluster formation processes within galaxies rather than being compact dark matter dominated substructures themselves. Whether UCDs gained their mass in super-star cluster complexes of mergers or in nuclear star cluster formation processes remains an open question. It appears, however, clear that star clusters more massive than about 5times10^6M_sun exhibit a more complex formation history than the less massive `ordinary globular clusters.
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