Both work well together, only sometimes updates will trigger avast to flag the mbamswissarmy.sys system file used by malwarebytes, you can add it as an exception or once reported it will be fixed in the next update.
Also note when you use the pro version of malwarebytes you may come across
malwarebytes has blocked:

IP: xxxxx
Port:xxxxx
avast.exe

its not that malwarebytes is blocking avast but this:
https://helpdesk.malwarebytes.org/entries/21195921-why-is-Malwarebytes-anti-malware-blocking-my-antivirus-