Ozil will see his contract with Arsenal expire at the end of this season, and the German international has been strongly linked with a move to United, where he would link up with Jose Mourinho once again.
Wright has said that the 29-year-old would light up Old Trafford if he completed a move to the 20-time English champions as he would be operating alongside better players.
"I don't think he's that type of player who will drag a team by its bootlaces through a game, but if your team is playing well, he will sprinkle stardust," Wright told Sky Sports News.
"With the players he'd be playing with at United as well, he is unbelievable. He is just awesome, and with the right team, and the right movement in front of him, he is easily one of the best I've seen. He's amazing.
"Is this difficult to say? Yeah. And we can't keep arguably two of the best players, arguably in the history of the club, ability-wise. It's sad times."