Ibiza Rocks said it was working with the relevant authorities.
It added: “The safety and wellbeing of our guests has, and always will remain, our highest priority.”
A spokesperson for the Foreign Office said on Monday: “We are supporting the family of a British man who has died in Spain and are in contact with the local authorities.”
Mr Kelly played ice hockey for Scottish team Dundee Stars, who described him as a “hugely talented and charismatic individual who had a great future ahead of him”.
Paying tribute, the club said: “Everyone at the club including players, staff, management, and ownership are heartbroken to hear this tragic news.”
They continued: “His loss will impact many in the ice hockey community and beyond. He will be sadly missed.”