Flow structures of an elliptic jet in cross-flow were studied experimentally in a water tunnel using the laser-induced fluorescence technique (LIF), for a range of jet aspect ratio (AR) from 0.3 to 3.0, jet-to-cross-flow velocity ratio (VR) from 1 to 5, and jet Reynolds number from 900 to 5100. The results show that the effects of aspect ratio (or jet exit orientation) are significant only in the near field, and diminish in the far field which depends only on gross jet geometry. For low-aspect-ratio jets, two adjacent counter-rotating vortex pairs (CVP) are initially formed at the sides of the jet column, with the weaker pair subsequently entrained by the stronger pair further downstream. For high-aspect-ratio jets, only one CVP is formed throughout the jet column, but the shear layer develops additional folds along the windward side of the jet. These folds subsequently evolve into smaller scale counter-rotating vortex pairs, which we refer to as windward vortex pairs (WVP). Depending on its sense of rotation, the WVP can evolve into what Haven & Kurosaka (1997) referred to as unsteady kidney vortices or anti-kidney vortices, or, under some circumstances, interconnecting kidney vortices, which have not been reported previously. While Haven & Kurosaka (1997)'s interpretation of the formation of kidney and anti-kidney vortices is topologically feasible, our observation reveals a slightly different formation process. Despite the differences in the near-field flow structures for different jet aspect ratios, the process leading to the formation of the large-scale jet structures (i.e. leading-edge vortices and lee-side vortices) for all cases is similar to that reported by Lim, New & Luo (2001) for a circular jet in cross-flow.