Avy was born in India. At the age of 8, she moved with her family to the United States, settling in Bangor, Maine. Growing up in Maine, she remembers being the only Indian in school. She was shy and reserved in her early years until she enrolled in a theater arts class and immediately found her voice. Performing was a natural way for her to express herself and she hasn't looked back since. She moved to New York shortly thereafter and studied the Meisner Technique at the T. Schreiber Studio in addition to several other acting studios.
In 2014, Avy moved to Los Angeles to continue her career as an actress and model.