Since retiring as a player he has worked as a coach or manager for Limavady United, Ballymena United, Shamrock Rovers and St Johnstone. He guided St Johnstone to their win in the 2014 Scottish Cup Final, which won the first major national trophy in their history; he left his role there in May 2020, and is regarded as the most successful manager in the club’s history. Wright was appointed Kilmarnock manager in February 2021.