They all do. Some planets are closer to a circular orbit than others (have a lower eccentricity), but none are exactly circular.
All the planets move with an elliptical orbit, but with a very low eccentricity.
elliptical
Elliptical orbits of the planets around the sun actually match what we observe. Newton's Theory of Universal Gravitation states that planets will move around the sun in elliptical orbits.
The elliptical orbit of planets is a result of the gravitation of the sun and the tangential velocity of the planet.
Johannes Kepler
elliptical
copernicous
Johannes Kepler was the first to state that planets move in elliptical orbits.
Elliptical
All planets actually follow an elliptical orbit.
Each planet moves in its own elliptical orbit round the Sun, then and now.
All the planets have elliptical orbits but Uranus and Neptune have slightly different orbits than other planets on solar system.