The detailed analysis of localized photonic nanojets generated at the shadow side surfaces of dielectric elliptical microcylinder illuminated by a plane wave is reported. We have studied the distribution of the electric energy density within and in the vicinity outside an elliptical microcylinder by using finite-difference time-domain calculation with high resolution. The location of photonic nanojet depends on the radius ratio of the microcylinder. We have further analyzed the effect of the rotation angle of elliptical microcylinder upon the focal length of photonic nanojets. The horizontal and vertical shifts of photonic nanojet can be changed by rotating the rotation angle of elliptical microcylinder. The mechanisms of elliptical microcylinder may supply a new ultra-lens approach to distinguish nanoscale targets such as nanoparticles, optical gratings, and nanoscale surface roughness.