The observational evidence for the presence of Supernovae in coincidence with long-duration Gamma-ray Bursts will be reviewed, and the properties of the SNe will be discussed. The SNe associated with GRBs are of Type Ic, they are brighter than the norm, and show very broad absorption lines in their spectra, indicative of high expansion velocities and hence of large explosion kinetic energies. This points to a massive star origin, and to the birth of a black hole at the time of core colapse. There is strong evidence for gross asymmetries in the SN ejecta. The case of SN~2006aj associated with XRF060218 will also be discussed. In this case the kinetic energy and ejected mass are not extremely large, suggesting that this event was the result of the collapse of a star of ZAMS mass~20Mo, which probably produced a neutron star. In this case it is likely that the XRF was produced by magnetic activity on the surface of the newly born, rapidly spinning neutron star.