D'Avray started his managerial career in 1991 with the Moroka Swallows in Johannesburg where he remained for just one season before moving to the Cape Town Spurs. He was awarded the South African Coach of the Year award in 1993 before leading the Spurs to a league and cup double in the 1993–94 season. From 1993 to 1997 he coached the South African Under-23 team, leading them out in 1994 for their inaugural game against Ghana. He coached the squad for a total of 28 games, his final match coming in December 1997 against Uganda.