The Cook County medical examiner's office performed an autopsy but did not immediately disclose the results.
Welch also said police want to interview Clarissa Flores-Buhelos, 30, who identified herself as Kelly's girlfriend and told police she drove him to Oak Forest Hospital Friday night after finding him slumped over the steering wheel of his Cadillac Escalade at a Country Club Hills lumber yard.
Flores-Buhelos, of Chicago, told investigators Kelly called or text-messaged her to come to the lumber yard, Welch said. Police also want to talk to a man who came to Oak Forest Hospital looking for Kelly's Escalade.
Kelly arrived at the hospital at 11:15 p.m. Friday and was transferred by ambulance six hours later to Stroger hospital for further treatment. He was pronounced dead Saturday at 10:46 a.m.
Kelly, who raised millions of dollars for Blagojevich's campaigns, was days away from having to report to federal prison to begin serving a three-year sentence for tax fraud. He also was sentenced to five years in prison after pleading guilty Tuesday to another fraud charge.
Kelly had pleaded not guilty to charges included in a federal indictment alleging Blagojevich sought to sell or trade President Barack Obama's former U.S. Senate seat.
Blagojevich has denied wrongdoing.