Board Thread:Questions and Answers/@comment-11836-20170208210806/@comment-11836-20171130225830

Shadzane wrote: No they aren't, that's just the name of their TV show. I don't think they ever called themselves "the Avengers", and in fact the show name was a misnomer by the time Emma Peel was added. It only really made sense in the first season, when John Steed's partner was civilian doctor Dr. David Keel, who joined with Steed to avenge his fiancée's murder.

Well, the index refers to them as the Avengers.