The former Eagles striker is holding out hope that the club can spring a surprise on Manchester United in the "one-off" game at Wembley.
The meeting with United at Wembley is one which will evoke a huge amount of memories for the 52-year-old, who had perhaps his most defining game for the club on the same stage against the same opponents 26 years ago.
Wright made his return from long-term injury off the bench two score twice against the Red Devils for the Eagles in the 1990 final, which Palace eventually lost 1-0 in a replay after a 3-3 draw.
Though Palace will start as huge underdogs in 10 days' time, Wright believes that they are capable of springing a shock and named wingers Wilfried Zaha and Yannick Bolasie and striker Dwight Gayle as three players who could be potential matchwinners for his old side.
Wright, who scored 126 goals in 287 games for the club, told NBC Sports: "It is brilliant for Palace to be there. The fans are amazing when they go to a place like that. When they’ve got that kind of opportunity to go to Wembley, to show what kind of support they have, they are amazing.
"It is a one-off game, Palace have matchwinners in Bolasie and Zaha and maybe even Dwight Gayle off the bench. It is a finely-poised final and I am pleased Palace are there.
"They started the season brilliantly, faded off a little bit but now they’ve finished off by securing their place in the Premier League and now, hopefully, they can really make a good fist of the FA Cup final and maybe get something."
Wright, along with Palace fans, may be disappointed when the final rolls around, however, with Alan Pardew suggesting earlier this month that Zaha faces a real battle to be fit for the showpiece occasion.
Palace must first travel to Southampton for their final league game of the season before they can turn their attentions to Wembley.