In Orléans, Malfray studies in the Beaux-Arts before moving to Paris in 1904 where he attends Arts Decoratifs then Coutan's classes in Beaux-Arts. In 1920 he receives the Blumenthal Prize. Very close friend of Bourdelle, his style is neo-classical with timeless characters. Despite his lack of success, he will become a renowned teacher at the Academie Ranson, after Maillol. Many of his works will be presented at the 1937 Exposition Internationale.