The unplanned space walk, some 250 miles above Earth, was necessary after astronauts were unable to fix the problem from inside the station. A Russian cargo spacecraft arrives at the space station on Wednesday.
American astronaut Tim Kopra will be joined on the six-hour trip to the space station by veteran Russian cosmonaut Yuri Malenchenko and the United Kingdom's Tim Peake, who will have the distinction of being the first British astronaut to visit the outpost in low Earth orbit.
NASA said the space walk is expected to last a total of three hours.
Kopra arrived for his second mission at the International Space Station last Tuesday. Kelly has been at the International Space Station since March and will return home in 2016 after spending a historic one year in space.