Hi Sahar
What an interesting question! I didn't know the answer, so I went to the Wikipedia (http://en.wikipedia.org/w.../Stellar_black_hole)
The closest candidate black hole is a small one (about 11 times the mass of the Sun) is only 3500 light years away ...much closer than the supermassive black hole near the center of our galaxy - and thats about 25,000-28,000 light years away. A light year is how far light travels in 1 year.
This is only a "candidate" black hole. We can't see the black hole, but as material falls toward the black hole, it gets very hot and radiates X-rays. Astronomers meaure the X-rays and other radiation and try to determine if an X-ray source is a black hole or just a neutron star...
Black holes are fascinating objects!
Paulett