The outgoing Reds defender thanked supporters and 'every one' of his managers for granting his wish of playing at Anfield.
The 24-year-old has left the Reds for a reported fee of £1.5 million, ending a 10-year stay at Anfield.
Kelly was once thought of as Liverpool's future right-back, although he can also play through the middle, but injury brought his prominent rise to a halt.
The Reds defender had even broken into the England squad at one point but is now looking to rebuild his career at Selhurst Park.
I would like to thank all the managers at lfc for making my wish from the age of 7 come true playing for 1 of the biggest clubs in the world— Martin Kelly (@MartinKelly1990) August 14, 2014
most of all would like to thank the fans for supportin me since my home debut against Lyon oct 2009 even through injuries always by my side— Martin Kelly (@MartinKelly1990) August 14, 2014
Now to start a new chapter of my football career at crystal palace a great club with unbelievable fans excited already for the weekend— Martin Kelly (@MartinKelly1990) August 14, 2014
Kelly's emotional message demonstrates his strong bond with the Kop faithful, though his place within Liverpool's squad was no longer justified.
With boss Brendan Rodgers recruiting Javier Manquillo and now Alberto Moreno out wide, the Reds had too many full-backs and centre-backs to accommodate a space for the 24-year-old.
He becomes Palace's fourth signing of the summer, with the Eagles due to travel to Arsenal on Saturday afternoon.
Liverpool, meanwhile, will host Southampton in their Premier League opener on Sunday morning.