Avery began her career as a stand-up comic. She and her family produced four different "workout" spots for up-and-coming and seasoned comics throughout LA County, while working a corporate job. Avery felt she had to produce her own spots because the famed clubs only allowed three minutes. She's been quoted as saying, "It takes me three minutes to say my name." Her first big break came in 2001 during a Fourth of July Celebration on Martha's Vineyard hosted by local politicians related to her high school friend. She and good friend Tony Rock (brother to Chris Rock) performed, with an overwhelming response.