Lower, Mark A (1860) Patronymica Britannica: a dictionary of the family names of the United Kingdom. London: J.R. Smith. Public Domain.
We don't have any stats on how common this name is. This is probably because it's very rare in the UK.
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The Wellesley surname in historical dictionaries
Patronymica Britannica (1860)
WELLESLEY. This great family, "terque quaterque beati" — (if having three or four titles in the peerage may bo so construed) — derive their existing name from a locality called Welesley, in Somersetshire, which county, centuries later, supIDlied to the hero of a hundred fights the title of Duke of Wellington. But the ancient patron3'mic of the race is Colley, Cowley, or Colly, and their ancestor settled in Ireland in the reign of King Henry YIII. from tjie county of Kutland, The maternal ancestor, whose descendant took the name of Wesley, or Wellesley, in the earlier part of the XVIII, century, was standardbearer to King Henry II. in 1172, and received large grants in the counties of Meath and Kildnre, The old name of the family was Wesley, and Wellesley is only a comparatively recent resumption of the original surname, John Wesley, the founder of the Methodists, is said to have been of the same stock,