Using the classical ensemble method, we investigate nonsequential double ionization (NSDI) of diatomic molecules by elliptically polarized laser pulses. The results show that the ellipticity of the laser field has a strong suppression effect on NSDI probabilities both in parallel and perpendicular alignments. The double ionization (DI) channel is commonly dominated by NSDI, and the NSDI channel changes with ellipticity. As ellipticity increases, more and more NSDIs occur through recollision excitation with subsequent field ionization (RESI). Moreover, like the case of linear polarization, the two electrons involved in NSDI for perpendicularly aligned molecules are more likely to emit into the opposite hemispheres as compared to the case of parallel alignment. Additionally, this alignment effect increases as ellipticity increases.