Kelly’s professional career started in 2005 with the Minnesota Swarm of the National Lacrosse League (NLL). He was also drafted in the Major League Lacrosse (MLL) supplemental draft that same year by the Los Angeles Riptide. Kelly was named L.A.’s “Newcomer of the Year” by US Lacrosse Magazine and lead L.A. to a #2 Ranking in face-off wins for the 2006 season. Anthony remained with the Riptide in 2007 and enjoyed a great year with 169 face offs won, a career high 62 ground balls, and 6 points. In 2008 Kelly won 184 faceoffs for the Riptide and was selected to participate in his first MLL All Star Game and skills competition. He won the fastest shot competition with a shot clocked at 109 mph.
When the LA Riptide dissolved in 2009, Kelly was picked up by the Chicago Machine where he played two seasons. He was transferred to the Rochester Rattlers for the 2011 season and then was picked up by the new expansion team the Ohio Machine in 2012. After 8 games with the Ohio Machine Kelly was traded to the Denver Outlaws for the rest of the 2012 MLL season. As a key face off man for Denver, Kelly won 87–149 face offs in 5 games, with a face off win percentage of 58.4%. He helped the Outlaws advance to the MLL Championship to play for the Steinfeld Cup, where they were eventually defeated by the Chesapeake Bayhawks. Kelly returned with the Outlaws in 2013 and helped them to the first perfect regular season in MLL history. The Outlaws went 14–0 as Anthony won 195 face offs, picked up 59 ground balls, and scored 5 goals. Kelly played 12 games with the Outlaws in 2014 and collected a career high 63 ground ball pickups, despite missing the last two games of the regular season due to injury. He won a total of 159-303 faceoffs in the 2014 regular season and went 14-25 in the final playoff game to help the Outlaws win the 2014 MLL Championship. 2015 was another great year for Kelly as he won 169-298 (56.7%) face offs for the Denver.
In 2016, his 9th season in the MLL, Kelly was traded to the Chesapeake Bayhawks to fill the role of face off specialist.