Kelly told the club's official website: "There are certainly no signs of complacency, because one or two bad results and you're back in the bottom three.
"The players have worked so hard to get themselves out of it and we'll make sure we do everything to avoid going back there."
Wednesday return to action with a home clash against Yorkshire rivals Doncaster on Tuesday, and Kelly added: "It's a Yorkshire derby, it will be a good atmosphere and a good crowd.
"All games are difficult in their own ways in this division and we're aware of Doncaster's strengths and weaknesses. In the end, what matters is what we do and each player deserves full credit for how they've gone about their jobs."