The name Chelly (or Chelley,) is a Spanish borrowing of the Navajo word "Tséyi" which means "canyon" in the Navajo language. "Chelly" is pronounced, in English, as "shay," apparently modeled by English speakers after a French pronunciation of the word.

However it's pronounced, Canyon de Chelly one of the most spectacular places to visit in the Southwest, with it's mix of cliffs, Navajo farms, and the ruins of Anasazi cliff dwellings.