Gelly played with Art Themen and Lionel Grigson in the Cambridge University band, and from the mid-1960s co-led his own quartets and quintets with Frank Ricotti, with Jeff Scott, and with Barbara Thompson. He was a member of the New Jazz Orchestra, directed by Neil Ardley, which also featured Ian Carr, Jon Hiseman, Barbara Thompson, Mike Gibbs, Don Rendell, and Trevor Tomkins.