We studied the self-diffusion of colloidal ellipsoids in a monolayer near a flat wall by video microscopy. The image processing algorithm can track the positions and orientations of ellipsoids with subpixel resolution. The translational and rotational diffusions were measured in both the laboratory frame and the body frame along the long and short axes. The long-time and short-time diffusion coefficients of translational and rotational motions were measured as functions of the particle concentration. We observed the nondiffusive crossover region in the intermediate time regime due to the caging of neighboring particles. Both the beginning and the ending times of the intermediate regime exhibit power-law dependence on concentration. The long-time and short-time diffusion anisotropies change nonmonotonically with concentration and reach minima in the semidilute regime because the motions along long axes are caged at lower concentrations than the motions along short axes. The time derivatives of mean-square displacements change linearly with the inverse of time in the intermediate time regimes at various particle densities. This indicates that their relaxation functions decay as 1/t which provides new challenges in theory. The effects of coupling between rotational and translational Brownian motions were demonstrated and the two time scales corresponding to anisotropic particle shape and anisotropic neighboring environment were measured.