Avery is a Death Eater present at the Department of Mysteries at the end of the novel. He also has been trying to help Voldemort get the prophecy throughout this year. Once Rookwood escapes Azkaban and comes bearing more detailed information about the Ministry and its layout, Rookwood sets Voldemort straight on how to get the prophecy. Avery has given Voldemort false information, and we're guessing he was in a lot of trouble as a result. He still survives long enough to attack the Department of Mysteries, so clearly Voldemort didn't kill Avery outright for misinforming him.