The presenter - who credits taking part in the celebrity dance contest last year with her remarkable weight loss - said she hopes the 19-year-old single mother dances her way to victory.
She said: "I have a real soft spot for Bristol Palin and was a bit heartbroken to see that her mother, US politician Sarah Palin, was not in the audience during that first week."
Kelly - whose parents are Ozzy and Sharon Osbourne - also admitted she was impressed that Bristol performed so well without family support.
She said: "It's such an exhausting show- physically and emotionally - and it's really important that you can look out into the crowd and see a supportive face cheering you on. So I really give her credit for getting out there and doing it on her own."
Kelly is enjoying watching this year's contest but was upset to see David Hasselhoff voted off the show first.
She added: "I love this season's cast and was pretty shocked to see The Hoff voted off so early on."