Killie are all but safe from automatic relegation following their 3-3 draw with St Mirren due to their vastly superior goal difference over bottom club Hamilton, who they face on Sunday.
But to climb above 10th-placed Ross County in Sunday's final round of games they must beat Hamilton and hope John Hughes' outfit lose at Motherwell.
Kilmarnock twice threw the lead away against St Mirren. They were two up following a Kyle Lafferty double but were pegged back following goals from Jamie McGrath and Cammy MacPherson.
They reclaimed the lead with eight minutes remaining through a Greg Kiltie volley but less than a minute later Collin Quaner equalised for St Mirren.
It means they now need a huge favour from Motherwell but Wright also knows they have to help themselves by defending better.
Wright said: "I have mixed emotions. We did more than enough to win the game, even with a late chance at 3-3.
"We created more chances but we were naive twice to lose goals after scoring. We should have won the game but as a team we played a part in the fact we didn't.
"We were naive at the restarts from our goals. We fell asleep and that cost us. If you look at how we played and how many chances we created, we could have scored more.
"But we haven't kept enough clean sheets and that's as a team. However, we are creating chances and that's a positive going into the final game.
"If we win and Ross County lose, then we stay up. If that doesn't happen then I think we will go into the play-off with confidence."
St Mirren manager Jim Goodwin was delighted with the character his side displayed.
Goodwin said: "For a neutral, it was an entertaining game but there is plenty to work on defensively for both managers.
"On a positive side, we showed great character to come back from being behind twice.
"We were flat in the first half but we showed great fight to come back from 2-0 down.”