He however rejected the academic teaching of the college and became attracted by the art of the Montmartre-based Auguste Rodin and Antoine Bourdelle.
Malfray survived the First World War after being gassed and taking part in the Battle of Verdun, but was deeply affected by his experiences.
Together with his brother, he created war memorials to the dead of Pithiviers (1920) and Orleans (1924), whose modernism was highly debated.
During the following years, Malfray had many students in his workshop, including Étienne Martin, François Stahly, Nessa Cohen, and Jean Le Moal.
He died in 1940.