Jessica Kelly Siobhán Reilly was born in Chessington, London, England. Her father was a police officer, and her mother was a hospital receptionist. This provided her with a relatively normal, grounded upbringing outside the immediate world of theatre or film.

Reilly spent her childhood in Surrey, a county known for its mix of urban and rural areas, just outside of London. Specific details about her childhood experiences are relatively sparse in publicly available biographical information, suggesting a fairly private upbringing.

Kelly Reilly attended Tolworth Girls' School in Surbiton, London. This was a state-funded school where she completed her secondary education. While not explicitly known if she pursued drama clubs or theatre while at school, this would have provided the foundation for her eventual interest in acting.

At a young age, Kelly demonstrated a proactive approach towards her acting ambitions. She wrote to television producers requesting work, showcasing her determination and early interest in the industry. This initiative eventually led to her first professional acting opportunity.