The 62-year-old TV presenter is back on her ITV chat show having taken a week off due to testing positive for coronavirus.
Kelly revealed: "Do you know, I'm fine. It was a nasty one, the dreaded COVID got me and it's a nasty one. The worst headaches I think I've ever had in my whole life.
"[It] completely floored me, I couldn't actually get up without feeling really weird but I'm absolutely fine now.
"Thank goodness, as I kept saying all the time, that I got the vaccine."
Kelly attended Wimbledon Tennis Championship just days before she tested positive for coronavirus.
Balls asked: "Was it Wimbledon?"
She replied: "No, do you know what, I don't actually know what it was. It could have been somebody standing in the queue behind me in the supermarket, you just don't know. This is the thing, you'll never be able to find out.
"But I'm fine, thank goodness, and I'm here. Thank God for science and the vaccine."
Kelly added: "I thought I'd escaped but it got me. But I'm fine. I'm absolutely fine and it's good to be back."
A week previously, Kelly revealed on on social media: "The dreaded COVID has finally caught up with me. I am so thankful to the scientists who developed the vaccine!"
She told viewers: "Sadly Lorraine has caught the dreaded you know what, and I'm sitting in for a few days here. But we are wishing her a speedy recovery."
Watch: Lorraine Kelly urges Carol Vorderman to host Countdown