Kelly confirmed she has a partner but didn't want to name them.
She said: "It's the first time I've had someone who I don't introduce as a PA or friend."
Speaking about her previous partners, she added: "No disrespect to them, but the relationships have only been a small part of my life.
"They haven't been in this fearful world with me for 34 years."
Kelly came out to her family after leaving the Army to focus on her athletics career and though she was nervous about telling them, they were all supportive.
She said: "I was thinking 'oh s***', I was in bits about telling them.
"But they said they knew anyway. No one's ever had a problem. They don't know me any different."
Until 2020, it was illegal for gay, lesbian and bisexual people to serve in the British Army, Royal Navy and RAF and Kelly - who realised she was gay after kissing a fellow female soldier shortly after joining up just before she turned 18 - was terrified of running into trouble because of the relationships she had during her time in the Women's Royal Army Corps.
She said: "I was convinced throughout my whole life that if I admitted to being gay in the Army I'd still be in trouble."
But after battling mental health issues, leading to a breakdown in 2020, the former athlete contacted a military LGBTQ leader to ask if she could still be sanctioned for her Army relationships but was assured she wouldn't.
She reflected: "I felt like I could breathe again. One little call could have saved 28 years of heartache."
