Details of Avery's early life are sparse, although it is known that he was born in Brighton, Alabama, United States.
[3] It seems that Avery spent most of his life in Chicago, Illinois, and drew a strong connection to the city and its music.
Pianist credits for Avery include work with Leroy Carr, Tampa Red, Lucille Bogan (1930), Victoria Spivey (1931), Lil Johnson (1929), Red Nelson (1935), and the more obscure singer, Freddie "Redd" Nicholson (1930) (who recorded eight sides, although only five were issued).
[7] His work with Lucille Bogan, when she was using her pseudonym, Bessie Jackson, included Avery's boogie-woogie style accompaniment on the March 1930 recording of "Alley Boogie".
[11] Avery's own track, "Dearborn St. Breakdown", is included on the compilation album, The Boogie Woogie Masters (1996), among many others.