The demands of live television meant Hull were ordered to travel to Headingley for a crucial Super 8s fixture just five days after their Challenge Cup final win over Wigan Warriors at Wembley.
Despite the effects of a hectic two weeks, Hull pushed Leeds all the way before going down 38-26, the home side’s final try coming on the last play of the game.
“We knew what we were walking into,” Kelly reflected.
“Our main focus was to bring some energy to the game and fight until the end whistle and I thought we did it.
“We didn’t get the result, which is a downer, but it was a great effort from the boys.”
Hull remain third in the table, but are facing a battle over the final three rounds to hold on to their play-offs place.
They face successive home fixtures against Wigan and Wakefield Trinity before completing their Super 8s campaign away to league leaders Castleford Tigers.
“We are amongst it now,” Kelly conceded.
“That just makes us a bit more hungry and motivated to get to Old Trafford.”
Hull won just once after last year’s Wembley triumph and failed to reach the Grand Final, despite going into the Challenge Cup showpiece as league leaders.
Kelly, who crossed the city from Hull KR at the end of 2016, said: “The boys talked about that even before we got to this stage, we’ve said we don’t want to fall into that trap.
“We have got three games left and we need to get two points from some of them.
“We’ve got some tough games coming up and we are looking forward to it.
“Lately, we have been turning up for the big games and I think nothing is going to change; we are going to turn up for every game now.”