Kelly was born in Queens , New York , a daughter of Irish immigrants. Her father, Peter, was trained as a concert violinist, and her mother, Anne, is a nurse. Kelly is the third of six children and was raised in Ronkonkoma . She was brought up as a Catholic.  Kelly attended Connetquot Senior High School in Bohemia, Long Island , graduating in the class of 1986. Later, she attended Marymount Manhattan College .