Lafferty netted a 19-minute treble before substitute George Oakley grabbed his first goal for the club.
The Northern Ireland striker, Wright's first Killie signing in February, now has six goals in three games.
"That's why we brought him in," said Wright, who has concerns over Zech Medley's swollen cheekbone after the defender went off with concussion.
"I do believe there's players at the club who can be creative and can get into good positions and we just needed someone to come in and finish those off.
"And it's good for George as well, he took his goal extremely well.
"For Kyle to get a hat-trick, it hopefully gives him even more confidence than he already has.
"He's a big personality, a great lad, he is someone who I worked with 10 years ago with Northern Ireland. He is always wanting to play the practical joke but I don't mind that because it gives the players a lift.
"The players actually have a little smile when they see him come into a room. It's never quiet when he is around.
"But when he is on the pitch and in training, he is a very good professional."
Lafferty opened the scoring after winning a 37th-minute penalty when Jonathan Tiffoney was ruled to have pushed the striker.
Irons irked by sending-off
Stenny boss Davie Irons was booked for dissent following referee Greg Aitken's decision and later sent off after claiming for a spot-kick for his side.
Irons said: "The annoying thing is it's a soft penalty-kick. I just think he couldn't wait to give it. I don't think it looked like a penalty and even the Kilmarnock boys said it was soft.”
On his red card, Irons added: "It's as if you are not allowed to be frustrated when something goes against you.
"I never abused anyone, I just appealed for a decision, put my arms out, and he sent me off. I didn't think I deserved that at all."