Wright and his wife had six children, three of whom died in infancy. Wright set off in 1773 with John Downman, a pregnant Ann Wright, and Richard Hurleston for Italy. Their ship took shelter for three weeks in Nice before they completed their outward voyage in Livorno in Italy in February 1774. Downman returned to Britain in 1775. Although he spent a great deal of time in Naples, Wright never witnessed any major eruption of Mount Vesuvius, however, it is possible that he witnessed smaller, less impressive eruptions, which may have inspired many of his subsequent paintings of the volcano. On his return from Italy he established himself at Bath as a portrait-painter, but meeting with little encouragement, he returned to Derby in 1777, where he spent the rest of his life. He became increasingly asthmatic and nervous about the house, and for these complaints he was treated by his friend Erasmus Darwin. Ann Wright died on 17 August 1790. On 29 August 1797 Wright died at his new home at No. 28 Queen Street, Derby, where he had spent his final months with his two daughters.