Helium is injected through an inclined round jet into a supersonic air flow at Mach 3.6. The fluid dynamics video "LES of an Inclined Jet into a Supersonic Cross-Flow" shows 2D contours of Mach number and magnitude of density gradient, and 3D iso-surfaces of Helium mass-fraction and vortical structures. Large eddy simulation with the sub-grid scale (LES-SGS) stretched vortex model of turbulent and scalar transport captures the main flow features: bow shock, Mach disk, shear layers, counter-rotating vortices, and large-scale structures.