In 1999, Kelly was accepted into the Master of Fine Arts Acting program at York University, Toronto. There, he performed in a workshop production of Colleen Murphy's "The Piper" (with future film star Rachel McAdams) and studied under David Rotenberg, David Smukler and Dean Gilmour, among others. As a second year thesis assignment, Kelly created a play that would eventually become "The Anorak", his critically acclaimed one-man-show about the École Polytechnique massacre and the life and death of Marc Lépine.