The Red Devils have a hole at right wing in their team, and believe Sancho can fill it. But Borussia Dortmund want 120 million euros for the player.
And Wright thinks United should prioritise defenders instead.
"But, for me, in the defensive point of view they're still very weak. We're hearing City might get Koulibaly but United have got to be going in there trying to do that, they've got to be trying to do that deal.
"If you're to challenge those teams they've got to be a lot stronger. it's not strong enough for me at the moment."
He added: "They've got Fernandes, they've got Pogba.
"As much as Sancho, we're seeing great things. Man United need to do what Liverpool did – address the problems and then go from there."