Born in Winnipeg, Manitoba, O'Kelly joined the Canadian Expeditionary Force in October 1915 during the First World War.

[1] He was 21 years old and an acting captain in the 52nd Battalion (New Ontario), CEF, when on 26 October 1917, in the Battle of Passchendaele, Belgium, he led his company in the action that resulted in his Victoria Cross.

O'Kelly advanced his command over 1,000 yards under heavy fire without any artillery barrage, took the enemy positions on the crest of the hill by storm, and then personally organised and led a series of attacks against " Pill-boxes," his company alone capturing six of them with 100 prisoners and 10 machine guns.

Later on in the afternoon, under the leadership of this gallant officer, his company repelled a strong counter-attack, taking more prisoners, and subsequently during the night captured a hostile raiding party consisting of one officer, 10 men and a machine gun.

His Victoria Cross is displayed at the Canadian War Museum in Ottawa, Canada.