The Gunners snatched a 2-2 draw against Tottenham Hotspur last time around.
The Gunners were predicted by many to be title winners this season, after finishing last year as one of the in-form sides in Europe.
They have competed at the top of the table for much of the campaign, but now find themselves eight points behind leaders Leicester City with nine games remaining.
Much of the criticism has been aimed at Wenger once again, and Wright believes his major flaw is an inability to give his team a winning mentality.
“One constant is Arsene Wenger and the mentality he puts into the team,” he told BT Sport.
“I remember when Manchester United won the league in 2013, everyone said they were the worst United team to ever win the league. But they had a mentality of winning.”
“Arsene Wenger does not instil how important it is to win, or more importantly how important it is not to lose, certain games.”
The winning mentality is certainly a prevalent point from Wright, especially given how they have fared against the top sides again this season.
They have picked up just eight points against the likes of Chelsea, Tottenham, Manchester United and Manchester City this season in seven games against them.
That has seen them lose three, draw two and win just two, probably one of the clearest indicators of that lack of winning mentality Wright believes they are seriously missing.