The authors report a study on thermal lensing of an elliptically shaped optical beam in an absorbing dielectric media. It is found in the case of lead glass (withdn/dT, the rate of change of refractive index with temperature, positive) that the beam gets focused at different focal points in different directions, exhibiting the effect of astigmatism. There are several critical points, below the lowest of which there is no self-focusing, but at higher powers one dimension focuses while the other defocuses. Above the higher critical power, both dimensions self-focus, and the dimensionless beam-width parametersf1andf2forxandyfocusing reach different minima corresponding to different self-focusing distances, beyond which both dimensions continue to diverge. In the case of crystal NaCl (wheredn/dTis ne gative), both dimensions of the beam defocus, whatsoever the power of the incident beam.