West Ham stunned Arsenal on the opening weekend, winning 2-0 at The Emirates.
Wright was asked directly on BBC 5 Live 606 if he result had swayed his pre-season prediction, that Arsenal would win the league.
He responded accordingly: "I'm happy I tipped them, but I mugged myself off... I'm not changing my mind."
Wright is aware that if Arsenal do not improve then he will continue to be reminded of his prediction.
He had last week told The BBC he believes they will emerge as 2015/16 title winners.
"I am optimistic about Arsenal's title chances every season, but this season I am more confident than usual - and not just because I am a fan and desperately want it to happen.
"I am gambling a lot on their start, because they began badly last year and won only two of their first eight games, but they showed at the end of last season they can put a run together and now they know what it takes to win the title. I think the team will be tighter at the back and, with the attacking ability Arsenal have, I think they can do it."
The Premier League table with Arsenal sitting at the bottom may make grim reading for Arsenal fans, but they are a lot better off as a whole than two seasons ago when they were sunk 1-0 by Aston Villa, and successfully turned around their campaign.
They will need to bounce back next week against Crystal Palace, but given the ways the Eagles have strengthened and begun the season themselves, that itself will not be easy.