The Arsenal striker missed several gilt-edged chances in the win over Swansea City.
The Gunners forward has started the campaign in fine form, with five goals in his first eight league games.
He put in an impressive display over the weekend as he bagged a brace in his team’s 3-2 win over Swansea City.
It could have been a much better afternoon for Walcott, though, as he missed several gilt-edged chances to further bolster his tally.
That led to some complaints but Wright says he is not worried about it happening at this stage of the season.
"If you're missing chances at this stage of the season but you're still scoring and your team is winning all it will do is boil you up for the next week," he told Radio 5 Live 606.
"If Theo is missing chances like that in the January, February and March times when Arsenal really do need those goals I'll be worried. I'm not worried now, I like the fact that Theo is on a good road right now."
It remains to be seen if Walcott can keep up his fine early season form for the remainder of the campaign.
He has certainly been impressive so far, registering the same number of goals and assists as he managed in the whole of last season while more than doubling his number of shots on target per game.
It has played a major role in his team’s strong start and they will be keen to see him keep that up for as long as possible as Arsenal eye a title challenge.