How do I create a 3D object on a single plane

Hi

I have an ellipse I'd like to make 3D but I only want it be thee dimensional on one plane. The desired effect I'm looking for is the same as the ring around the planet on the image below (i know how to cut the path out - it's just making the ellipse 3D I can't work out how to do). What is the best way to go about this? Thanks in advance for any help.