Playing in the Championship, Wright continued his impressive disciplinary record (never sent off to date) and was also part of the Sheffield United side that upset Aston Villa 3–1 in the 3rd round of the FA Cup in the 2004–05 season. Wright made a couple of appearances for United at the start of the 2006–07 season, the last against Arsenal on 23 September 2006. Since then he was sent out on loan playing 1 game with Leeds United and seven games for Cardiff City. On 16 February 2007 he joined Doncaster Rovers on a month's loan.