Jelley studied in his native Lincoln with William Logsdail and Frank Bramley under E R Taylor (who later founded the Ruskin Pottery); when Taylor became Headmaster at the Birmingham School of Art he took Jelley with him, and Jelley spent the remainder of his career as a master there, eventually becoming President of the Royal Birmingham Society of Artists. His paintings, a number of which depict Yorkshire harbours and fishing towns, are notable for their effects of half-light, their rich tonal range, and their rainbow colours.