In April 1918, Wright enlisted into the United States Army and was given the rank of private at Camp Shelby. He served as a member of the 149th Machine Gun Battalion inside the 38th Infantry Division. He later served as the commander of the 105th Engineer Combat Battalion. During World War I he participated in the battles of Belleau Wood and Château-Thierry before being honorably discharged on August 31, 1919. After leaving the army he organized a unit of the Mississippi National Guard in Rolling Fork and was selected to serve as its first captain where he would lead the unit through the Great Mississippi Flood of 1927.