The television presenter was honoured with the prize in recognition of her broadcasting and charity work.
"I was very, very nervous, but it was an incredible and amazing experience," the 52-year-old told BBC News after the ceremony at the Palace of Holyroodhouse.
"I think because it is here at Holyrood, it made it even more special for me."
Kelly has been involved with a host of charity organisations, including Poppyscotland, and also took part in the 100km (62-mile) BT 'Red Nose Desert Trek' in Kenya earlier this year for Comic Relief.
The Lorraine host attended the service with her mother, husband and daughter.
She added: "I cried all the way through, I don't know what the Queen must have thought. I was just a bit overcome by it all to be honest.
"There are an awful lot of people who work away at charities, who help the Armed Forces, and do an awful lot more than I do.
"I think I am getting it on their behalf as well for myself."
Over 70 people from the medicine, arts, business and voluntary sectors were also awarded at the service.
Kelly will host a revamped Daybreak with Aled Jones later this year.