걸려 is another form for 걸리다. 걸려 is kind of verb.
For example, 마음에 걸려 is the same with 마음에 걸리다.
it means that " i mind of this OR i care about this" like that...
Image~~ your sister is only 10years old, i mean your sister is quite young to be alone at home. but you want to hang out with your friends. at that time you can say~~
" 나 동생을 혼자 집에 두고, 너와 놀러 나가기가 마음에 걸려~"
do u understant what i mean? if u dont, feel free to ask again~~