We discuss the depletion interaction between a wall and a mesoscopic particle of ellipsoidal shape which is 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 Rs, where a rigid polymer approximation of the Asakura-Oosawa type cannot be applied. Explicit analytical results are obtained for ideal polymers. The preferred orientation of the ellipsoid changes from perpendicular to parallel to the wall on decreasing the particle-wall distance from large to small values compared to R9. 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-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 are corroborated by direct numerical computation.