A native of Martinique, Garry arrived at Marseille in 2004. The following season, on March 5, 2006, he made his debut for Marseille against rivals Paris Saint-Germain in the annual Le Classique under bizarre circumstances. In order to protest against security flaws at the Parc des Princes, Marseille president, Pape Diouf, decided to send a team made of players from the club's youth academy and their CFA2 reserve team. Bocaly started the match and played well, despite going against the likes of Pauleta, Jérôme Rothen, and Bonaventure Kalou. The match ended in a 0–0 draw with Garry playing the full 90 minutes.A month later, on April 14, 2006, he agreed to his first professional contract, signing for three years.

The next season, he was promoted to the senior squad and given the number 6 shirt. Despite the promotion, he was listed as the third-choice right back behind Habib Beye and the Argentine Renato Civelli. Garry was finally given a chance to make an impression when Beye was forced to move to the centre back position due to injuries and Civelli went down due to injury. He appeared in three staright matches starting them all, unfortunately, Marseille lost all three and Garry was relegated back to the bench.