[9] He performed his first stand-up routine on stage in 1991 at a school talent competition as part of a sketch comedy troupe, Al and the Monkeys.

His plan was to enroll at Bunker Hill Community College in Boston to study fine arts, but gained interest in pursuing comedy and quit shortly before he was to earn an associate degree.

[5] Kelly lived in Los Angeles for a short period of time until he was encouraged to return to the East coast by Patrice O'Neal.

After tearing (ACL) and straining (MCL) ligaments in his knee, he managed to finish the tour which began airing on HBO as a comedy documentary series in June 2006.

[citation needed] In 2005 and 2006, Kelly accompanied fellow comedian Colin Quinn to Iraq, where they each performed stand-up for American troops stationed in Baghdad.

That same year, Kelly also had a small voice part in the 2008 video game Grand Theft Auto IV as Luca Silvestri, a member of the Pegorino crime family and associate of Ray Boccino, who accompanied the main character in a mission.

[citation needed] From 2010 to 2015, Kelly starred as Louis CK's brother Robbie during the first, fourth, and fifth seasons of the FX sitcom Louie.

In 2012, a comedy book by Kelly, Burr, and Joe DeRosa entitled Cheat: A Man's Guide to Infidelity was released.

[16] On August 8, 2014, Kelly released the hour-long special Live at the Village Underground, directed by Bobcat Goldthwait.