With a classical ensemble model, we investigated non-sequential double ionization (NSDI) of argon by elliptically polarized laser pulses. The results show that the correlation behaviors of two electrons depend strongly on the laser intensity. At relatively high laser intensity, the momentum spectra of two electrons along the long axis of the laser polarization plane are mainly distributed in the first and third quadrants and display V-like structures. However, at relatively low laser intensity, the momentum spectra of two electrons are mainly distributed in the second and fourth quadrants. By back analyzing the classical trajectories of NSDI, we find that all of the successful NSDI events still come from recollision in the cases of elliptically polarized laser pulses, and the final-state electron repulsion plays a decisive role for the V-like structure along the long axis of the laser polarization plane. In addition, we find that the initial velocity of the first electron at ionization along the short axis of the laser polarization plane are essential for the recollision, and the time delay between the first ionization and recollision depends on the ellipticity strongly.