When David Avery was born on 27 December 1757, in Norwich, New London, Connecticut, United States, his father, Jonathan Avery Sr, was 53 and his mother, Dorothy Denison, was 35. He married Sarah Palmer on 11 January 1781, in Norwich, New London, Connecticut, United States. They were the parents of at least 5 sons and 3 daughters. He died on 4 June 1817, in East Hamilton, Hamilton, Madison, New York, United States, at the age of 59, and was buried in Graham Cemetery, Hubbardsville, Hamilton, Madison, New York, United States.