Avery replaces Ian Welch, who has left to join customer relations consultancy Jaywing. She has more than eight years of direct marketing experience in the charity sector, including posts in the donor development departments at the Royal Association for Disability and Rehabilitation and The Children's Society.
Most recently, Avery was senior account director in the one-to-one fundraising team at The Children's Society, where she was responsible for generating a £2.5m net income for the charity.
Avery will head Macmillan's DM team, which undertakes a broad range of activity to generate more than £10m a year from new and existing supporters.
She will report to head of donor marketing Judith Dutton.
Macmillan spent more than £2m on mailings last year, according to Thomson Intermedia figures.
Earlier this year, it launched its first DRTV campaign, through retained agency Different Kettle. The campaign asked people to commit to a monthly £3 donation by direct debit.
It featured a family, one of whom had cancer, and aimed to convey the message that Macmillan also helps sufferers' families.
Macmillan is also working with Barraclough Edwards Chamberlain, the start-up DM agency set up by former Proximity chairman Chris Barraclough earlier this year.
Dutton said: "We are looking to forge closer links with the communications team and other fundraising teams, particularly regional fundraisers, to increase the effectiveness of direct marketing throughout Macmillan."