This paper applies the density functional theory to confined liquid crystals comprising ellipsoidal shaped particles interacting through the hard Gaussian overlap (HGO) potential. The restricted orientation model proposed by Rickayzen [Mol. Phys. 95, 393 (1998)] is extended to study the surface anchoring. The excess free energy is calculated as a functional expansion of density around a reference homogeneous fluid. The pair direct correlation function (DCF) of a homogeneous HGO fluid is approximated, based on the Percus-Yevick DCF for hard spheres; the anisotropy is introduced by means of the closest approach parameter. The average number density and orientational order parameter profiles of a HGO fluid confined in between planar walls are obtained using a hard needle-wall potential to represent the particle-wall interactions. For short and long needle lengths, the homeotropic and planar anchoring are observed, respectively. For the bulk isotropic phase the calculated density and order parameter profiles are in agreement with the Monte Carlo simulation of Barmes and Cleaver [Phys. Rev. E 69, 61705 (2004)]. However, for the bulk nematic phase the theory gives the correct density profile between the walls. The correct order parameters are obtained close to the walls whereas for the region in the middle of the walls, the agreement is less satisfactory.