Wright did not drop a set in reaching the third round of the 2016 World Championship and survived one match dart from Dave Chisnall to win 4–3. He missed one dart against Adrian Lewis to reduce his deficit to 4–3 in the quarter-finals and lost 5–2. Wright reached the final of the UK Open for the second year in a row and just like 12 months previously he faced Michael van Gerwen. He stayed with Van Gerwen early on by only trailing 5–3 and missed a dart for a nine-dart finish, but Wright would ultimately lose 11–4. A week later Wright won the first Players Championship of 2016 by recovering from 5–3 down to Lewis to triumph 6–5. At the end of March, Wright reached the final of the German Darts Masters losing 6–4 to Van Gerwen.