Kelly spoke to a group of security specialists at a seminar that had been planned long ago.
The gathering focused on terror tactics, and security in the subways.
As rail traffic increases around the upcoming holiday, at Penn Station and throughout the Amtrak system there is an increased show of force reportedly known as "Operation Railsafe".
Officials hope it will bring heightened awareness.
"40% of attacks over the last 20 years have been against transit facilities," Kelly said.
This exercise is not related to the treat in Europe, but will nevertheless be conducted in conjunction with rail authorities there.
"If Al Qaeda is planning simultaneous attacks in Europe, there is nothing to say they could not also include the U.S. on that list of simultaneous attacks," Richard Clark said.
While intelligence officials press the hunt for suspected terrorists said to be planning an alleged plot in Europe, the treat of terrorism in New York City is the focus of an NYPD shield conference.
They hope sharing information will help counter deadly forces.
"Railroads and subways remain among the suicide bombers favorite targets," said Richard Kaminski, Dir. Intelligence Analysis.
Exploring attacks like those in London and Moscow in recent years also yields better intelligence.
"Terrorists can make their point by attacking transportation hubs that serve otherwise secure targets or by hitting locations where employees gather for breaks or meals," Kaminski said.
They also train to counter a favorite terrorist tactic aimed at striking first responders with a secondary explosion.
"What is new is the adaptations and innovations they use in applying them in response to security measures and obstacles placed in their way," Kaminski said.
Tuesday, Faisal Shahzad was sentenced to life in prison for plotting to set off a car bomb in Times Square.
Police warn of home-grown terrorists.
"(They) are able to link up with an al Qaeda affiliate and an al Qaeda ally and are turned around against the United States," said Mitch Silber, Dir. Intelligence Analysis.
The NYPD also continues to pour anti-terrorism resources and highly trained officers into the world's largest mass transit system.
"The complexity of a system that serves over five million customers per day makes it a very desirable terrorist target," said John Moore, an Inspector with the NYPD Transit Bureau.