Just imagining it while sitting alone and drinking a beer in an irish pub.. you would need to use an oblique plane that intersects the sphere at two different points on its axis and not passing vy the center to obtain an ellipse. 
But very likely when you say slicing a sphere you meant in two identical part passing the centre.. 

 No. Its not required to pass through the center. Slice anywhere. 

 It is impossible to obtain a non-circle when intersecting a sphere with a plane. An ellipse is impossible.