The enigmatic stand-off, who initially arrived in the UK with Hull KR in 2015, has suffered a hamstring injury which will sideline him for the rest of the campaign.
Kelly - who won the 2017 Challenge Cup in his debut year with Hull - had already announced in June he would be heading back home at the end of this season
He has now asked for an early release and said: "The family is really excited about going home and our family back home are looking forward to seeing us all again.
“I am really disappointed that I will not get to pull on the black and white jersey one last time, but unfortunately I’m just not right to play yet.
“I would have loved to get out there against Hull KR, my old club, as the derbies are always special games and Hull has been a great club for me.
“I’m very grateful to the club for everything they have done for me and allowing me and my family to head home and get settled before we embark on the next chapter in our lives.”
Kelly added: "Hull will always be a special place for us, we have made some great memories and some great friends at both clubs.
“We had our son here, so it will always be special to us and perhaps one day we will comeback with him when the kids are older, watch a few games and show them where he is from.
“I’d like to wish all the boys and the staff the best of luck for the future and thank everyone who has supported us during our time in Hull.”