Reflecting on the game, he remarked, "Yeah it was really tough and surprisingly it was tougher when they went down to 10 men because they just sat in. It's all about being patient and sticking to the game plan; not trying to find a wonder goal. We stuck to it and it paid off. It was a great cross from Schlupp and Jordan headed it in."
While the Eagles may not have been looking for a wonder goal, they were certainly able to hold a high line.
Having found himself in the opposition half perhaps more than he would be typically used to, Kelly said, "It was just so much space for me and Dann today with them having 10 men, they just dropped off. It was easy for us to maraud forward and eat the space up, the fans were shouting 'shoot' and you've got to give them what they want I suppose, as long as it's on target."
On the subject of fellow centre-back Dann, who made his first first-team start today in over a year, Kelly praised his teammate, saying, "After being so long out he's been grafting away, trying to get fit and I know how it feels having that injury. It's a tough road but he'll be made up to play under the lights of Selhurst where he's been such a big part of this team so it was great to have him back and play alongside him."
And finally, it was an early moment which changed the shape of the game today, as Grimsby's Andrew Fox was sent off within two minutes for a foul on Andros Townsend.
Explaining how it felt to play in the cup tie, Kelly explained, "[The red card] changes the dynamics obviously. They had a lot of travelling fans here today, they made a lot of noise. We had a good few fans as well so it was a good atmosphere out there."
For the rest of the post-match reaction, head over to Palace TV now. Or, if you're reading on the app, just click 'Palace TV.