We study the distribution of the number of lattice points lying in thin elliptical annuli. It has been conjectured by Bleher and Lebowitz that, if the width of the annuli tend to zero while their area tends to infinity, then the distribution of this number, normalized to have zero mean and unit variance, is Gaussian. This has been proved by Hughes and Rudnick for circular annuli whose width shrink to zero sufficiently slowly. We prove this conjecture for ellipses whose aspect ratio is transcendental and strongly Diophantine, also assuming the width shrinks slowly to zero.