A late goal from Mladen Petric was too little, too late for Martin Jol's men at Loftus Road after an Adel Taarabt brace, and right-back Kelly admits the loss was a big disappointment.
"In the first half we never got ourselves into it," Kelly told the club's official website.
"We seemed to be on the back foot and never got going. They came at us and we didn't have anything to counter that.
"We got a goal towards the end and we were pushing and pushing but it never came. Overall, we're disappointed for everyone." He added:
"Coming here, with it being a derby and being big rivals, we wanted to give the fans something to cheer like last season when we won here. They came out in their droves on Saturday and it's a shame we couldn't give something back to them."
Fulham head to Anfield this weekend and Kelly is urging his team to pick themselves up ahead of their clash with the Reds, who are just two points ahead in the league table.
"We've got to pick ourselves up and go on from there," said Kelly.
"It [the QPR defeat] is something we have to learn from and look ahead to the next game. We've got a big match at Liverpool on Saturday. It's a tough place to go but we did well there last year."