This Canadian-born, Los Angeles-bred writer and director got his start making student films, winning the Los Angeles Student Film Expo at age 16. While studying film at the Art Center College for Design, he edited straight-to-video titles for Empire Entertainment and worked on TV shows including "Cops". Upon graduation from college, Avary wrote and directed TV commercials for the advertising agency D'arcy Masius Benton & Bowles. He met his future collaborator Quentin Tarantino while both were working as clerks at Video Archive in Manhattan Beach, California. Avary wrote background dialogue and designed a logo for Tarantino's "Reservoir Dogs" in 1992.

Avary made his feature directing debut with "Killing Zoe" (1994), a quirky and violent crime film dealing with a bank heist gone awry that several reviewers described as "nihilistic". An original script of his ("Pandemonium Reigns") served as the basis for the award-winning "Pulp Fiction" (1994). He and Tarantino co-authored the screenplay which also included excised scenes from other scripts including "True Romance", but the two had a falling-out over Avary's precise credits and contributions. Avary also wrote and directed the sci-fi film "Mr. Stitch" (1996), originally conceived as a pilot for a TV series to be syndicated internationally. Instead, the film, which starred Rutger Hauer in a tale about a being cobbled together from various body parts who takes on the personalities of his components, was released directly to video and premiered on US TV on the Sci-Fi Channel.

After an absence of nearly six years, Avary returned to the limelight as writer and director of "Rules of Attraction" (2002), an adaptation of the Bret Easton Ellis' novel starring James Van Der Beek.