Writing in The Sun, Wright argued: "I was convinced the team captain was happy and settled at the Emirates and would sign a new contract after the best season of his career.
"So to hear RVP is NOT happy with the way the club is going comes as a massive blow to me and every other Arsenal fan.
"Yet I don't blame him for his decision. In fact, I don't think he even has a choice any more because he's an ambitious, world-class player who can't achieve his targets with the club.
"So now it's time for Arsene Wenger and the directors to come clean because the supporters - who have stuck by their team for seven long years without a trophy - deserve to know just what is going on.
"How the hell did a club of Arsenal's standing and resources get to the point where they are forced to wave goodbye to at least one top star every year?
"Since Thierry Henry decided in 2007 he had to leave in order to win the Champions League there has been a steady stream of players through the exit door at The Emirates.