The pair became close while working on movie 'So Undercover' together and Kelly - the daughter of rocker Ozzy Osbourne and TV star Sharon - explained they became close because they are so similar and both understand the pressure of being the kids of celebrities.
Speaking about Miley - whose father is 'Achy Breaky Heart' singer Billy Ray Cyrus - Kelly told the Daily Record newspaper: "I didn't know Miley well before. We had only met once or twice but as soon as we started shooting it was pretty instant how we got along so well.
"She just gets it. She has a really similar upbringing to me - though her side of things is on a completely different scale to mine.
"I'm from rock 'n' roll music and hers is country . but she gets it.
"It's nice to hang around an unaffected girl you can have fun with and understand what I go through and I understand what she goes through."
The pair are so close that Kelly previously took to twitter to defend Miley after the 18-year-old singer-and-actress was filmed smoking a legal high from a bong - a filtration device generally used for smoking illegal drug cannabis.
She previously tweeted: "This really makes me mad. Miley is one of the most hard working respectful women I have ever worked with I am learning a lot from her!
"Miley and I have become really close I'm sick of all the haters judging her she made one mistake and trust me she has learned her lesson!"