He played college football for the Ole Miss Rebels and was selected by the Miami Dolphins in the first round of the 1998 NFL draft with the 29th overall pick.
[2] Avery was traded to the Denver Broncos from the Dolphins in exchange for wide receiver Marcus Nash on September 21, 1999.
After the conclusion of the XFL's 2001 season, Avery attended the Dallas Cowboys training camp but suffered a hamstring injury and was subsequently released.
When Williams was injured in a week 4 game in Saskatchewan, Avery assumed the starting halfback position.
He scored two touchdowns in the Western Division Finals, leading the Eskimos to a victory and setting the team up for a home appearance in the Grey Cup Championship at Commonwealth Stadium in Edmonton.
However, Avery suffered a leg injury in the West Final, which limited his effectiveness in the Grey Cup despite his best efforts.
The Eskimos came up short in the Grey Cup game at the hands of the Montreal Alouettes, losing 25–16, but Avery finished the season a winner of the Eddie James Memorial Trophy (as the Western Division's leading rusher) and a CFL All-Star.
Avery did not play in the Argos' two pre-season games, but he made his Toronto debut in Week 1 against the Saskatchewan Roughriders.
In the Eastern Final at Montreal, Avery recorded his first career win against the Alouettes in a 26–18 Argos' triumph.
Avery started 13 of 15 games at running back for the Argonauts before suffering a season-ending hamstring injury against the Winnipeg Blue Bombers in Week 15.
In Week 5 against the Alouettes, Avery caught the game-winning touchdown on a 14-yard reception from Argos' quarterback Damon Allen.
The following week against the Montreal Alouettes at home, Avery ran for 94 yards on 21 carries while scoring a touchdown.