Following a successful loan spell with Crewe Alexandra in the 1999–2000 season, Wright made his Liverpool debut in the 8–0 drubbing of Stoke City on 29 November 2000 in the Football League Cup, replacing Markus Babbel at half time. He went on to play 4 times that season for Liverpool, including a brief substitute appearance against future club Sunderland at the Stadium of Light in February 2001.
Initially starting out as a centre back, Wright made the transition to right back during the 2001–02 season, where he established himself as a useful member of the Liverpool squad. On 27 October 2001, Wright saw red for the first time in his career, after being sent off against Charlton Athletic at The Valley. Wright scored his first goal for the club 3 days later in the UEFA Champions League against Borussia Dortmund. The game ended 2–0 to Liverpool. Wright eventually went on to make 21 first team appearances for Liverpool, while scoring only the one goal.
Wilkinson was replaced by former Republic of Ireland manager Mick McCarthy, who often alternated between Wright and team-mate Darren Williams for the right back slot during the 2003–04 season. With the club performing well in the league, Wright's confidence grew as a player, and he soon won over his critics with a series of solid displays. Wright scored his first goal for the club on 25 August 2003 against Watford at the Stadium of Light.
Unfortunately for Wright, Sunderland were beaten in the play-offs by Crystal Palace, crushing any hope of a swift return to the Premiership. During the summer, McCarthy strengthened the squad by signing Manchester United right back Mark Lynch, though Wright remained first choice. After a poor start, Sunderland eventually won the league comfortably, with Wright playing a major role and earning himself the respect of the supporters that had once criticised him. As a measure of his popularity, Wright was one of the front-runners for the annual Player of the Year award, eventually finishing in 4th place.
With Sunderland returning to the Premier League, Wright was expected to resume his role at right back, however, a serious knee injury put Wright on the shelf for 6 months, just one game into the season. Upon returning to fitness, Wright was sent off for two bookable offenses on his comeback game against West Ham United on February 4 2006, and later picked up an ankle injury in training that required surgery. This effectively ended Wright's season after just two appearances, as Sunderland crashed out with another record low points tally.
With McCarthy dismissed towards the end of the 2005–06 season, new chairman and former team-mate Niall Quinn agreed to take the reins, however, decided to leave Wright out of the opening games of the 2006–07 season, instead preferring midfielder Rory Delap for the role. Wright made his first appearance for 7 months in the 3-2 defeat to Plymouth on 12 August 2006, however, picked up another injury in the defeat to Bury two games later, and will battle with Nyron Nosworthy and on-loan defender Danny Simpson to regain his position after resuming training with the first team.