Wright began his career in 1983 with Raith Rovers and achieved nearly a goal every two games during his time at Stark's Park. In December 1986, Wright moved north to Dundee, where he won the Challenge Cup in 1991 before departing for Hibernian. Within a year, Wright won silverware again, scoring in the 2–0 League Cup win over Dunfermline. After leaving Hibernian at the end of the 1996–97 season, Wright returned to Raith, spending around fifteen months in his second spell in Kirkcaldy. In November 1998, Wright moved to Morton and spent a similar length of time before a short spell with Stenhousemuir at the end of the 1999–00 season. Wright then moved to Cowdenbeath for the start of the 2000–01 season and spent three years as a player in his final playing spell.
Wright was appointed player/manager of Cowdenbeath in March 2002 but was on a five-man shortlist for the Raith Rovers manager job just two months later. After the job went to Antonio Calderón, Wright carried on and picked up the Second DivisionManager of the Month award for January 2003. Wright was sacked in October 2004, despite winning his last match and moving the club up to seventh in the league.