Her father was a police officer and her mother was reportedly a receptionist at a hospital.
This phenomenon apparently even extended to Reilly’s own countrymen.
“Yeah, I was just …

I didn’t know [she was British] either the first couple weeks,” Smith confessed.
It wasn’t that for me."
Reilly and Drake have actually developed numerous American accents for the former’s various stateside acting gigs.

“For Beth, it was more about the voice,” Reilly explained.
What did ‘Yellowstone’ fans think of Beth Dutton’s voice?
Kelly Reilly and her dialogue coach clearly put a lot of work into getting Beth Dutton’s voice right.

But did it pay off from the audience’s perspective?
Sounded foreign, almost forced."
If I hadn’t known she wasn’t from the US, I would have never guessed."
But once again, most seem to agree that Reilly nailed the Montana accent.
She has a little bit of Utah in the accent too and it is perfect."