The 32-year-old has been told that he is not in Harry Redknapp's first-team plans at Loftus Road and should move elsewhere if he wants to play football.
Though his huge £60,000 a week wage demands are making it extremely difficult for QPR to offload the former Manchester City and Chelsea star, with a host of Championship clubs unable to afford taking him on loan.
Charlton were believed to be interested on deadline day, and a loan move could still go through if he Wright-Phillips agrees to lower his wage demands, or QPR agree to pay a percentage of them.
The winger is in the final year of his QPR contract and is expected to leave next summer, but he will need to get some regular playing time under his belt to convince clubs around the world that he is worth signing.
A move to Major League Soccer to join younger brother Bradley in New York has been reported as a possibility, as the former Charlton striker has thrived in the US since moving out there last year.
Shaun Wright-Phillips made just 11 appearances for the R's in the Championship last season but has falling further down the pecking order following the arrival of Jordon Mutch this summer.
Where will Shaun Wright-Phillips move to next? Does he deserve another chance at QPR?