Is Kelly a male name or a female name?

It could be either, but in the USA that name is more commonly given to girls.

For births in the 1960's, Kelly was about the 15th most popular girl's name and the 123rd most popular boy's name, according to
http://www.babynamewizard.com/voyager#prefix=KELLY&ms=true&sw=f&exact=true

It is currently about the 300th most popular girl's name and below 1000th in popularity for boys.