  An expression for the exact (nonperturbative) effective action of $N$=1
supersymmetric gauge theories is proposed, supposing, that all particles except
for the gauge bosons are massive. Analysis of its form shows, that instanton
effects in the supersymmetric theories can lead to the quark confinement. The
typical scale of confinement in MSSM QCD, calculated from the first principles,
is in agreement with the experimental data. The proposed explanation is quite
different from the dual Higgs mechanism.
