The singer and actress, best known for her part in "The Osbournes," the reality show about her dysfunctional musical family, spoke at a benefit for the HIV-related charity Body & Soul.
Introducing a performance by the pop band Scissor Sisters, Kelly fought back tears as she said the cause was special to her because a member of her family had been diagnosed with the disease. Photographers said Osbourne sobbed before leaving the stage.
Calls and e-mailed requests for comment were not immediately returned.
Besides her 58-year-old dad, Ozzy, the frontman for Black Sabbath, her family includes mom Sharon, 54, sister Aimee, 23, brother Jack, 21, half-sister Jessica, 35, and half-brother Louis, 32.