Avery is a 2006 graduate of Cuero High School in Cuero, TX. He was a four year letter-winner in track for the Gobblers as well as a two year letter-winner in both basketball and football. He was a member of the 2005 and 2006 state champion track and field team, 2005 State finalist football team and was named to the 2006 All-District team in football.

Avery was a member of the 2007 and 2008 SCAC Championship Mile Relay team.

Avery is the son of Michael and Cindy Sheppard. He has three siblings, Alex, Abigail and Addison. Avery is majoring in Political Science and minoring in Spanish while at Southwestern.