[3] Because there were few opportunities for female directors during the Nazi occupation,[4] Audry worked as an assistant to directors Jean Delannoy, G. W. Pabst and Max Ophüls and directed a short film of her own, Le Feu de paille (1943), with the help of the Centre Artistique et Technique des Jeunes du Cinéma (now La Femis).

[4][5] The end of World War II and the liberation of France provided increased opportunities for women, but they still faced prejudice in the film industry.

In the 1940s and 1950s, she directed three films based on Colette novels; Gigi (1949), Minne (1950) and Mitsou (1956), all three with actress Danièle Delorme.

[4] Set in an all-girls boarding school, The Pit of Loneliness depicts a lesbian love story between a schoolgirl and her headmistress.

[2][5][10] Audry retired from feature films after Bitter Fruit (1967), but she co-directed with Wojciech Solarz a Polish-French miniseries of the life of Honoré de Balzac in 1973.