James Kelly Contemporary's program is based on exhibiting established and emerging post-war artists from the United States and Europe. The gallery is unique in the Southwest region in its ability to mount museum quality shows by international artists. At the same time, James Kelly Contemporary benefits from its deep ties to the region. The inaugural exhibition in 1998 focused on the work of four major artists who were then all living in the Santa Fe region: Agnes Martin, Bruce Nauman, Susan Rothenberg and Richard Tuttle.

The gallery was established in 1997 in the renovated Sears warehouse directly across from SITE Santa Fe and has been the leader in developing the Railyard District into a center for contemporary art in Santa Fe. In 2011 the gallery moved once, to the North end of the Sears building, and then again in 2014 to 1611 Paseo de Peralta, still in the heart of the Railyard and diagonally across from SITE Santa Fe.