The spatial resolution of the PIV interrogation technique is discussed from an analytical standpoint and assessed with Monte Carlo numerical simulation of particle image motion. The PIV measurement error associated with lack of spatial resolution is modelled associating the cross-correlation operator to a moving average filter. The error associated with the "low-pass filtering" effect is investigated by adopting a second-order polynomial expression for the velocity spatial distribution. According to the present error analysis, the measurement error is proportional to the second-order spatial derivative of the velocity field and increases with the square of the window linear size. The strategy for the selection of the window size and properties (aspect ratio and orientation) so as to minimize the error is discussed. The principle is based on nonisotropic interrogation windows of elliptical shape, with a constant area and elongated in the direction of the largest curvature radius. The nonisotropic parameters are defined as eccentricity and orientation, which are based on the local eigenvalues/vectors of the Hessian tensor of the displacement spatial distribution. The technique is implemented in a recursive PIV interrogation method. The performance of nonisotropic interrogation technique is assessed by means of synthetic PIV images, which simulate three situations: first, a one-dimensional sinusoidal shear displacement, which allows comparison of the cross-correlation spatial response with the transfer function of linear filters. Second, the stream-wise exponential velocity decay is simulated, which simulates the particle tracers decelerating downstream of a shock wave and gives an example of a flow with main velocity differences aligned with the velocity direction. The results show that keeping the image density fixed, the error caused by insufficient spatial resolution can be reduced by a factor two when a preferential direction is found in the flow field. Finally, a Lamb–Oseen vortex flow is presented, which shows the complex pattern formed by the interrogation windows in a two-dimensional case. In this case, the improvement in interrogation performance is limited due to the isotropic nature of the velocity spatial fluctuation.