Born in Guadeloupe, Auvray left the island at 14 for Saint Martin and moved on to Europe to join SM Caen's youth system in 1994. With Caen, he featured with the club's reserve team in the Championnat de France amateur. In 2002, Auvray signed with amateur club GSI Pontivy and spent two seasons at the club. In 2004, he joined Vannes OC and had a successful career at the club spending five seasons there and amassing over 150 appearances for the club. During his time with Vannes, he helped the club achieve promotion to the professional division Ligue 2. In 2009, Auvray joined Nîmes Olympique, but after six months departed the club for personal reasons.
Auvray made his major tournament debut for Guadeloupe at the CONCACAF Gold Cup in June 2007 against Haiti. The team made it to the semi-finals but was eliminated by Mexico. Auvray renewed the experience for the 2009 CONCACAF Gold Cup, this time leading the team as captain. He scored one goal during the competition against Nicaragua. Guadeloupe qualified for the Quarter Finals but were eliminated by Costa Rica.