The chatty anchorwoman was joined by others from fields such as medicine, the arts, business and the voluntary sector at the investiture ceremony at the Palace of Holyroodhouse in Edinburgh.
More than 70 people collected their honours at yesterday's service, part of the Queen's week-long visit to Scotland to celebrate her Diamond Jubilee.
Kelly, 52, from Dundee, was named an OBE recipient in the New Year Honours list.
The ITV chat show host received the gong for her services to charity and the Armed Forces.
Speaking afterwards, she said: "I was very, very nervous, but it was an incredible and amazing experience.
"I think because it is here at Holyrood, it made it even more special for me."
Kelly, who presents the Lorraine show, has long backed the armed services and this year launched UK Armed Forces Day in Edinburgh.
The mother-of-one has been involved with many charities, including Poppyscotland, and this year took part in the 100km (62mile) BT Red Nose Desert Trek in Kenya, which raised money for Comic Relief projects. She attended the service with her mum, husband and daughter.
"I cried all the way through, I don't know what the Queen must have thought," she said.
"I was just a bit overcome by it all to be honest.
"There are an awful lot of people who work away at charities, who help the Armed Forces, and do an awful lot more than I do.
"I think I am getting it on their behalf as well for myself."
Scots rugby veteran Chris Paterson, who recently announced his retirement from the international game, was also receiving an honour, an MBE for services to the sport.
The 34-year-old won 109 caps for his country and is the only Scot to appear in four rugby World Cup tournaments.
The Queen was today at a Jubilee thanksgiving service in Glasgow Cathedral.