Now, he wants to go where he's never gone before-the winner's podium.
Kelly is the third-round leader at the Reno-Tahoe Open after his 5-under 67 on Saturday put him at 15-under for the tournament, one shot ahead of 22-year old Bryce Molder, who also shot a 67 at Montreux Golf and Country Club.
Molder, a four-time NCAA All-American at Georgia Tech University, birdied No. 18 to pull within one shot of Kelly, setting up today's final-round pairing. The two will tee off at 12:15 p.m.
Charles Howell III, another 22-year old and former NCAA champion at Oklahoma State, is two shots back of the lead at 13-under.
Regardless, whoever ends up winning the third-annual RTO, a good story will come out of it.
Kelly's going through his best year on the PGA Tour. 23 tournaments. Six top-10 finishes. Over a $1 million in earnings, but zero wins, which matches his career total. It's been said that if Phil Mickelson is the best player never to win a major, Kelly is the best player never to win.
"If I can just breakthrough, it'd be a major breakthrough. I've been in contention quite a bit this year, but not as much on Sundays," said Kelly, who was the third-round leader at the The Players Championship in March, but stumbled to a final-round 73 to finish in fourth.
Kelly also finished fourth this year at the Great Greensboro Classic.
Then there's the youngsters, a pair of former NCAA champions trying to steal precious and rare wins away from the veterans. Molder is playing in his first event as a professional. And Howell III, meanwhile, wants to desperately win his first tournament after losing in a playoff earlier this year at the Greater Milwaukee Open.
"I still remember crying like a baby in the trailer when I lost the playoff," said Howell, who's won nearly $1 million this year playing as a special temporary tour member.
But if Molder and Howell III are looking for sympathy from the older players, they can forget about it.
"These guys are different," said John Cook, the RTO's third-round leader about the golf's younger generation. "They want to take your out heart out and smile while they're doing it."
If he can help it, Kelly would rather not see Molder smile at all today. Howell III, will be in the group in front of Kelly, so he doesn't have to worry about seeing Howell III smirk. Really, he doesn't care who he beats, just as long as he gets his first win.
"I've been in this position before with Tiger on my tail," said Kelly, referring to the TPC, where Kelly led Tiger Woods and Vijay Singh by two strokes, only to see Woods eventually win. "If I would've played my game on Sunday at the TPC, I would've been all right. But I'm still trying to put four rounds of Jerry Kelly golf together."
So far this week in Reno, he's had three.
The same goes for Molder and Howell III, who lost his playoff at the GMO to Shigeki Maruyama. Howell III nearly took the outright lead on Saturday at the par-5 ninth after hitting a 2-iron 283 yards to within five-feet of the pin. He missed it, settling for birdie and staying at 13-under.
Molder made a 24-footer to save par on No. 13, then went on to birdie Nos. 14, 17, and 18 to get into today's final pairing with Kelly. Molder, who joined Mickelson, David Duval, and Gary Hallberg as the only college players to be named a first-team All-American every year during their college career, is looking to seize this opportunity.
"I expected that if I played well, I'd have a chance to win," Molder said. "The first 11 holes (Saturday), I hit the ball as well as I can hit."