"The President has told me, Kelly go do it," Kelly said.
"So he knows that we're not going to build a concrete wall - a two thousand mile concrete wall - the President knows that, right?" McCaskill pressed.
Kelly said he "had no doubt" that Mr. Trump would accept a mix of a wall, high tech fencing, and other technology along the border.
Kelly began the hearing by noting a big decrease in the number of people coming over the border illegally, as Republican Senators said it showed the get-tough-message of the Trump Administration was having an immediate impact.
"We've seen an absolutely amazing drop in the number of migrants coming out of Central America," Kelly said, who noted a "dramatic reduction" in the number of women and children trying to make that crossing.
"It won't last," Kelly warned, "unless we do something to secure the border."
At the same hearing, Kelly also took some heat from Republicans; at one point, Sen. John McCain (R-AZ) brought up the issue of the President's travel and refugee orders, the latest of which remains hung up in the courts.
"Next time you do a travel ban, how about thinking it through," McCain said.