David Wotherspoon's late strike condemned Killie to a seventh straight Ladbrokes Premiership defeat and lifted Saints above ninth-placed Ross County and level on 23 points with the struggling Ayrshire club.
Wright, who saw top scorer Matty Kennedy depart for Aberdeen on the eve of the game, celebrated at full-time on the park with his players.
The win followed hot on the heels of Wright going public with his frustration with the club's hierarchy over the lack of signings.
"We got what we deserved – we were excellent," he said.
"It puts us ahead of Ross County and nine points away from bottom place."
Reflecting on his transfer-related frustration, Wright, who is trying to lure Jamie McCart from Inverness after tying him up on a pre-contract, was standing his ground.
"I have always tried to look after my club and speak passionately about it.
"I have said what I said and won't be taking it back.
"Nobody can tell me it is a good window when we haven't signed a player.
"My frustration lies with the fact we could be more proactive rather than reactive.
"But I have said enough. One of my school reports did say I talked too much.
"I may have ruffled a few feathers but hey-ho."
Alistair McCann's early close-range opener had been cancelled out by Chris Burke's controversial first-half penalty, which was awarded after Callum Booth's challenge was deemed to be inside the box.
"It is a poor decision, it is outside the box, quite clearly," said Wright.
Killie boss Alex Dyer, who is still seeking his first league win after succeeding sacked Angelo Alessio before Christmas, insisted it was not a time to panic at Rugby Park, where fans toasted top-six success last term.
But he admitted the tide had to turn to prevent his side tumbling into the relegation battle.
"We are lacking confidence at the moment as well as quality so it was probably a fair result," he said.
"We lacked quality and we are not digging in like we did in the past.
"We are losing games but we have to fight and go again.
"It's not a quick fix, there is a rot there that needs to come out.
"If you keep losing games then there is something fundamentally wrong – that is a rot.
"We have to look down these days because we are closer to the bottom (two) than the top six where we want to be."