Hu was born in Honolulu, Hawaii, the daughter of Juanita, an engineering drafter for Honolulu, and Herbert Hu, a salesman and exotic bird feeder; the two divorced during Hu's childhood.She is of English, Filipino, Chinese and Hawaiian descent. She attended Maʻemaʻe Elementary School and Kamehameha Schools in Honolulu, Hawaiʻi.
Hu worked in Japan and Italy, the latter in which she became well-known as the star of a series of ads for Philadelphia brand cream cheese (she played a young Japanese college student named Kaori). Hu moved to Los Angeles and began her acting career in 1987 with a guest starring role as Mike Seaver's Hawaiian love interest on the sitcom Growing Pains. Hu followed this with appearances on TV series such as Night Court, Tour of Duty, 21 Jump Street, and Melrose Place and her first movie role in Friday the 13th Part VIII: Jason Takes Manhattan. Hu also won the title of Miss Hawaii USA in 1993, became the first former Miss Teen USA to win a Miss USA state title and went on to compete in the 1993 Miss USA pageant held in Wichita, Kansas. She entered the top 10 in second place, after winning the preliminary interview competition and placing second and third in swimsuit and evening gown. Then she made the top 6 ranked second, winning the top 10 evening gown competition and placing second in swimsuit. Kelly was eliminated in 4th place after the judges' questions, just two hundredths of a point from the Final 3.