Avery is an unincorporated community in Benton and Hickory counties, Missouri, United States. Avery is located on Supplemental Route B, 8…Avery is an unincorporated community in Benton and Hickory counties, Missouri, United States. Avery is located on Supplemental Route B, 8.7 miles north-northeast of Wheatland. A post office called Avery was established in 1890, and remained in operation until 1897. The community has the name of Henry Avery, a county commissioner.