from matplotlib.patches import Ellipse
import matplotlib.pyplot as plt
from mpl_toolkits.axes_grid1.anchored_artists import AnchoredAuxTransformBox
fig, ax = plt.subplots(figsize=(3, 3))
box = AnchoredAuxTransformBox(ax.transData, loc=2)
el = Ellipse((0, 0), width=0.1, height=0.4, angle=30) # in data coordinates!
box.drawing_area.add_artist(el)
ax.add_artist(box)
plt.show()