The following data is extracted from Genealogy and Biography of Ontario County, New York.
Christopher Avery, the founder of this family, was born in England, about 1590, and died in New London, Connecticut, March 12, 1679. There are several traditions as to his place of origin, one that he came from an old Cornish family, another that he was a native of Salisbury, county Wilts. According to one statement, he accompanied Governor Winthrop to Boston, on the "Arbella" in 1630, and a second account says he emigrated with the younger Winthrop, in 1631 and on the voyage formed a close friendship with the latter, which eventually led to his settling in Connecticut. Whether, as has been said, he spent several years at first in Boston is uncertain, but he was in Gloucester about 1644, and was selectman there 1646, 1652 and 1654. He was made freeman at Salem June 29, 1652, and was also clerk of the band, constable, and clerk of the market there. In 1658 be sold his Gloucester land and removed to Boston, where he purchased, March 18, 1658-59 a house and lot. This he sold again a few years later, and followed his son to New London, where he bought property August 8, 1665, and finally settled. His wife, and possibly his children with the exception of his son James, referred to below, did not come to this country, as in 1654, the court passed a resolution relieving him of the fine for not living with her.
Source: Genealogy and Biography of Ontario County, New York