- His most famous accomplishment is the first recorded crossing of the Canadian Rockies by a European, in 1715–1716, when he was with a group of York Factory traders led by William Stuart, who explored northwestern Alberta.
- Kelsey traveled to the interior regions of Canada during the early 18th century and lived among the Aboriginal people, learning their languages and customs. He played important role in establishing trade relations between the Hudson's Bay Company and various Aboriginal tribes, particularly the Blackfoot Confederacy and the Cree.
- He also made some of the earliest detailed observations and descriptions of the geography, flora, and fauna of the Canadian prairies.
- His detailed accounts of his exploration provided valuable information for subsequent explorers and helped to establish the Hudson's Bay Company as a major force in the fur trade.
- As an interpreter and guide, Kelsey facilitated trading partnerships and alliances between Aboriginal groups and European fur traders in the western parts of Canada, contributing to the establishment of the Company's trade networks in the region.