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A mathematical model describing the propagation of monochromatic electromagnetic waves in a medium with spatial dispersion containing spheroidal particles of the along prescribed direction has been developed. The initial classical integro-differential model for electromagnetic fields in a medium with spatial dispersion is transformed, within the third-order infinitesimal, to the differential model, where the integro-differential Maxwell equations are represented as a system of second-order differential equations. In this case electrical and magnetic polarizations of the medium are given in the Laplace operators. This system of equations is analytically solved; a complete system of four forward and four backward counter-propagating electromagnetic waves is formed. The analytical representation of the fields includes a vector determining the propagation direction of plane waves. Wave numbers of the fields also depend on their propagation directions pointing to anisotropic character of the developed mathematical model.