In 2003–04, Avery played 76 games for the Kings, scoring 9 goals to go along with 19 assists. During the 2004–05 NHL lockout, Avery briefly played in the Finnish Elite League with the Lahti Pelicans, and in the United Hockey League for the Motor City Mechanics.
He cleared waivers and re-joined the Rangers for their November 5 game against the Montreal Canadiens.The controversy started early in his career; Red Wings general manager Ken Holland said he unloaded Avery during the 2002–03 season partly because he didn't seem to have respect for the game.In November 2007, Howard Berger a reporter for Toronto radio station FAN 590 stated that an unnamed Rangers player had accused Avery of commenting about Toronto Maple Leafs player Jason Blake's battle with leukemia, prior to a pre-game confrontation between Avery and Toronto's Darcy Tucker.With three games remaining, the Kings unofficially suspended Avery for the remainder of the season after he refused to do a drill in practice.
Nevertheless, the team re-signed him to a one-year deal.
He was left off the Whale's Clear Day list of players eligible to play for the remainder of the AHL season submitted on March 5, and told to no longer report to games or practices.