Set primarily in 1920s Paris, The Last Nude is told through two perspectives: a young Italian-American named Rafaela Fano, and the Art Deco painter Tamara de Lempicka.

"[1] Avery's second novel, The Last Nude was generally well received by critics, who commented on her evocation of 1927 Paris: "a fun and transporting travelogue.

"[2] "The conversations between Tamara and Rafaela crackle with erotic charge, while the prose, at once elegant and precise, brings scenes to life with vivid force.

"[3] Several reviewers commented on the obvious passion Avery had for her subject, and The Last Nude was compared to the historical novels of Sarah Waters,[3] and praised as "the kind of offbeat, risky book that’s threatened with extinction by an increasingly risk-averse publishing industry.

"[4] There was disagreement over the effectiveness of the second portion of the book, in which an ageing de Lempicka paints her last portrait of Rafaela: "The Last Nude's closing segment goes about elucidating some of the motivations behind the character's behavior, but the cluttered denouement feels imbalanced,"[2] although the contrast between "the energetic frenzy of the 1920s and the retrospective and cynical elderly Lempicka provides a successful counterbalance of narrative.