Born in Glasgow, He was the son of Colonel Thomas Kelly of the 40th Regiment of Foot and was educated at St Charles's College, Kensington, where he learned Spanish from a fellow pupil and taught himself to read Don Quixote.
Around 1886, he met Ambassador Juan Valera, politician and war journalist Gaspar Núñez de Arce, and other important poets and intellectuals.
In 1898 he published his Historia de la literatura española in the Collection of Literatures of the World under Edmund Gosse.
[2] He contributed on Spanish literature to the Encyclopædia Britannica Eleventh Edition, to the Cambridge Modern History, to Homenaje a Menendez y Pelayo, etc.
He edited and/or introduced: He died at his house in Sydenham, Kent, on 30 November 1923 and was cremated and interred at West Norwood Cemetery on 4 December.