A linear block code with dimension $k$, length $n$, and minimum distance $d$ is called a locally repairable code (LRC) with locality $r$ if it can retrieve any coded symbol by at most $r$ other coded symbols. LRCs have been recently proposed and used in practice in distributed storage systems (DSSs) such as Windows Azure storage and Facebook HDFS-RAID. Theoretical bounds on the maximum locality of LRCs ($r$) have been established. The \textit{average} locality of an LRC ($\overline{r}$) directly affects the costly repair bandwidth, disk I/O, and number of nodes involved in the repair process of a missing data block. There is a gap in the literature studying $\overline{r}$. In this paper, we establish a lower bound on $\overline{r}$ of arbitrary $(n,k,d)$ LRCs. Furthermore, we obtain a tight lower bound on $\overline{r}$ for a practical case where the code rate $(R=\frac{k}{n})$ is greater than $(1-\frac{1}{\sqrt{n}})^2$. Finally, we design three classes of LRCs that achieve the obtained bounds on $\overline{r}$. Comparing with the existing LRCs, our proposed codes improve the average locality without sacrificing such crucial parameters as the code rate or minimum distance.