After growing up in Pemberton, Western Australia, Avery attended The Victorian College of the Arts in Melbourne. He has written and directed several award winning short films including Cannes jury prize winning short film "Jerrycan" in 2008. Avery wrote and produced "Yardbird" in 2012, an award winning short film nominated for several major awards including the Palme d’Or at Cannes. Both were produced through Avery’s production company Bridle Path Films.