Kelly's final piece was the "Somme Lament", completed in October 1916, just two weeks before he died during the Somme campaign. It was completed in piano score. Christopher Latham orchestrated the work for a 2020 recording. At the memorial concert held at the Wigmore Hall, London on 2 May 1919, some of his piano compositions were played by Leonard Borwick, and some of his songs were sung by Muriel Foster. The centrepiece of the concert was the "Elegy for String Orchestra", written at Gallipoli in memory of Rupert Brooke, a work of profound feeling. Frank Bridge was the conductor - he had conducted its first performance at Rugby School on 28 March 1916.