Two goals in the opening half hour gave Manchester City a 2-0 first leg lead over Aalborg. City were by far the dominate side and should really have made the second leg trip to Denmark a formality.
Mark Hughes' team now stand on the threshold of reaching the last eight of the Uefa Cup for the first time in 30 years.
Stephen Ireland admitted City should have scored several more in a strong first-half display.
"We should have finished the game off here," he said on ITV. "When we go there next we have to be clever and not concede too early and get on the back foot, but we've done well away from home in Europe this season."
Asked if it was his best goal in City colours, Wright-Phillips said: "I'd just like to think so. It came to me and I cut inside and let loose, but like Stevie said the team performance was magnificent and we have to build on it."
"We've done well away from home in the UEFA Cup so I think we're strong and peaking at the right time of the season," Ireland added.
"We're feeling confident going there."