Kelly is married to Judith Gray, a creative director in advertising. The duo met after two months of online dating and after almost three years of dating, they exchanged their marriage vows on November 12, 2017 at New York’s University Club with guests including his former Fox 5 colleagues Scotto, Mike Woods and Ines Rosales.
Kelly said at the reception: ‘One of the many things I love about Judith is she doesn’t dance, and she loves that I don’t dance either. So there will be no traditional first dance.’