"I remember coming here with Liverpool at the back end of last season for the 3-3 draw and the fans were incredible," the 24-year-old told the Palace website.
"That was one of the only stadiums I've come to where it felt like Liverpool fans the way they got behind the team on Champions League nights."
Full back Kelly, who won his only England cap against Norway in 2012, has failed to hold down a regular first-team place at Anfield for the past two seasons.
(Writing by Tony Jimenez, editing by Pritha Sarkar)
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