She said: "I have a real soft spot for Bristol Palin and was a bit heartbroken to see that her mother, US politician Sarah Palin, was not in the audience during that first week."
Kelly says that the most important thing is family support because it gets really tough out there.
She said: "It's such an exhausting show- physically and emotionally - and it's really important that you can look out into the crowd and see a supportive face cheering you on. So I really give her credit for getting out there and doing it on her own."
Even though she didn't win, Kelly did great on the show. Actually, she was the biggest winner of them all! She lost a lot of weight and looks great!