Formation of elliptical optical soliton in rectangular lead glass is theoretically investigated, and an anisotropic diffraction effect is introduced into our theoretical model. Using the variational approach, we obtain an analytic elliptic soliton solution in a strongly nonlocal medium with anisotropy, which demonstrates that anisotropic diffraction effect has a great influence on the formation of the elliptical optical soliton. To confirm the analytic solution, we work out the numerical solution by the Newton iterative method. And the analytic solution accords with the numerical solution very well.