The recently discovered non-saturating and parabolic magnetoresistance and the pressure-induced superconductivity at low temperature in WTe2 imply its rich electronic structure and possible practical applications. Here we use magnetotransport measurements to investigate the electronic structure of WTe2 single crystals. A non-saturating and parabolic magnetoresistance is observed from low temperature to high temperature up to 200 K with magnetic fields up to 8 T. Shubnikov-de Haas (SdH) oscillations with beating patterns are observed, the fast Fourier transform of which reveals three oscillation frequencies, corresponding to three pairs of Fermi pockets with comparable effective masses, m∗∼0.31 me. By fitting the Hall resistivity, we infer that they can be attributed to one pair of electron pockets and two pairs of hole pockets, together with nearly perfect compensation of the electron-hole carrier concentration. These magnetotransport measurements reveal the complex electronic structure in WTe2, explaining the non-saturating magnetoresistance.