The Spanish goalkeeper impressed at Bournemouth last season and now seems ready to move to North London, where he will back up David Raya at the Emirates Stadium.
However, the former England international is puzzled by this, saying Kepa should be the Blues’ first-choice goalkeeper.
"I'm confused. I don't understand. It's like nobody's been watching Kepa this season. He's been unbelievable. He is part of the reason why Bournemouth finished where they finished,” Wright-Phillips told Betway.
“The defence was outstanding, but Kepa was unbelievable, as well, I thought. I assumed while the season was going on that Chelsea didn't need to buy a goalkeeper because Kepa was going back anyway, but that isn't to be the case.
“Most managers now are looking for goalkeepers that are good with their feet. I think Kepa’s alright with his feet, but he might not be at the level they want him to be. But for me, it’s a real strange one."