His first wife Patricia "Tish" was pregnant when she was killed in a car accident. Six months after his wife died, Kelly had a brief relationship with Pamela Madden, a former prostitute who had been forced into working as a courier for a drug ring. She was later recaptured by members of the ring and subsequently tortured, raped, and killed; Kelly was gravely wounded. While recovering from his injuries at Johns Hopkins Hospital, he met his future second wife, nurse Sandra "Sandy" O'Toole. They eventually had two daughters, Patricia Doris and Margaret Pamela.