We discuss the depletion interaction between a wall and a mesoscopic particle of ellipsoidal shape induced by long, flexible, nonadsorbing polymer chains. Both a force and a torque are exerted on the particle. We concentrate on the case in which the particle size is much smaller than typical polymer lengths, such as the radius of gyration R-g, where a rigid polymer approximation of the Asakura-Oosawa-type cannot be applied. Explicit analytical results are obtained for ideal polymers. For particle-wall distances z large compared to R-g an orientation of the ellipsoid perpendicular to the wall is favored. For z small compared to R-g (but z still large compared to the particle size), parallel orientation is favored. The perturbation of the polymer system due to the small particle is represented by a series of point-operators in the corresponding field theory, with next-to-next-to-leading anisotropic derivative-operators characterizing the particle orientation. For the interaction between a spherical particle and a wall the simple analytical results predicted by the proposed small particle expansion beyond leading order display an interesting structure which is confirmed by direct numerical computation. (C) 2003 American Institute of Physics.