Police said the group gathered Saturday, and mall management asked three people standing on a second-floor railing to step down.
Kelly was among the three. When they refused, police were called. Kelly was arrested and charged with disorderly conduct.
Police say Kelly is no longer in custody. Kelly tweeted later that "today was a statement."
Sean "P. Diddy" Combs told MTV this month that he signed Kelly, an Ohio native, to his Bad Boy Records label.
"Machine Gun" was the nickname of George Kelly, a Prohibition-era gangster.
The Associated Press contributed to this report.