E! Online said Kelly died Tuesday, one day after the couple marked its 10th wedding anniversary.
McElhone, 38, stars in the U.S. television series "Californication" on Showtime and is pregnant with her third child by Kelly.
Her representative told E! Online there would be "no comment at this time."
Media reports in England have said Kelly was discovered by a doctor friend slumped on the doorstep of his London home just after 10 p.m.
Kelly is believed to have suffered a heart attack.
An autopsy is expected to be conducted to determine the cause of his death.
McElhone was filming in the United States at the time and is reportedly on her way back home, E! Online said.
"It's still a mystery about the death," McElhone's step-father, Roy Greenslade, told the Daily Mail. "It's so unexpected. Such a fit, handsome, fighting young man... We are in a bit of a terrible state to be honest."



