Kelly is married to former U.S. Representative Gabby Giffords. In 2011, Giffords was shot during an assassination attempt during an event with constituents outside of Tuscon, Arizona. In 2013, Kelly and Giffords created Americans for Responsible Solutions, a political action committee dedicated to promoting solutions to gun violence. In February 2019, Kelly announced his candidacy for the 2020 U.S. Senate special election in Arizona.