Wright's lacklustre side slumped to a heavy 4-0 loss away to Dundee United which spoiled an otherwise impressive start to the new season which has saw them defeat Rosenborg in the Europe League qualifying stages.
Saints have been widely tipped to challenge for second place in the SPFL and their performances up until Saturday did nothing to suggest they would not be in line for the runners-up slot.
But Saturday's setback came out of the blue for the Perth club, who were 3-0 down at half-time, with boss Wright now wanting to see his side bounce back.
He said: "It's one of these things which happens in football.
"One minute you're on a high and then the next you've got to deal with a disappointment.
"This was particularly disappointing with the way we played when you consider what we've been like recently.
"But the next game is always the most important and that's what my players will be thinking about.
"We'll sit down and have a look again at what happened on Monday and see how we can put things right."
Saints never recovered from their sluggish start when Keith Watson's early opener was followed by David Goodwillie's 25th minute header, which was added to by Gary Mackay-Steven's 40th minute strike before Stuart Armstrong sealed things with the fourth early in the second half.
Wright admitted it was always going to be an uphill battle to get a result from then on as United took complete control of proceedings.
He said: "We never got going. We've played well in recent weeks but here it didn't happen for us.
"We didn't want to lose an early goal but when we did it made things even harder for us."
United midfielder Stuart Armstrong believes they can use the win to get their season up and running in Jackie McNamara's first full season at the Tannadice helm.
He said: "It's good to get the three points.
"We felt that performance was coming so it's just nice to get the points in the bag, especially at home."
McNamara was content with his players' efforts to seal their first win at home since April 6.
He said: "It's very pleasing against a very good St Johnstone side.
"We played to our strengths by passing the ball which is what I want us to do."
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- Dundee United