It happened in Belfast's Gordon Street at about 23:30 GMT on Saturday.
A 21-year-old man has been arrested and is being questioned on suspicion of common assault.
Mr Kelly, who is understood to have suffered facial injuries, said: "I have made a formal complaint to the PSNI after I was assaulted in Belfast city centre last night."
Sinn Féin North Belfast MLA Gerry Kelly has been the victim of an alleged assault.