According to Encyclopedia of World Biography, Kelly hailed from Pittsburgh, Pennsylvania. He was born in 1912, the middle of five children to a family living in a working class neighborhood. Kelly’s father was born in Canada and loved sports, which rubbed off on his son. According to Factinate, Kelly’s athletic endeavors included football, baseball, and gymnastics, but it was hockey that he later credited for influencing his dancing.
When Kelly was a kid his father would flood the family’s backyard and turn it into an ice rink. This seems to have paid off, because by the age 15, according to The New Yorker, Kelly was working out with a semi-pro hockey team. However, while the National Hockey League wasn’t in the cards for Kelly, he had another passion: dancing.
His mother loved theater and sent Kelly and his two brothers to dancing lessons. After going to college at Penn State University, where he worked as a gymnastics instructor at the local Y.M.C.A., Kelly opened a dance school with his mother, before heading to New York City to appear on Broadway.