Kelly posted a picture on Instagram on Friday evening of a cafe in Paris, shortly before multiple attacks across the French capital left at least 128 people dead.
He posted: “Found a decent little spot for tonight #paris #cafelaperle.”
That sparked fears for the former Liverpool youngster’s safety, with the cafe in question said to be close to one of the attacks.
But Crystal Palace announced late on Friday night that they had made contact with Kelly and he has suffered any harm.
They posted on Twitter: “We have been in contact with @MartinKelly1990 tonight and can confirm he is safe and well.”
He is due to return to England on Saturday after taking a short trip to Paris during the international break.