The Gunners lost 2-1 to Watford in the quarter-final clash at the Emirates Stadium on Sunday following goals from Odion Ighalo and Adlene Guedioura secured a famous win for Watford.
Wenger has been criticised for failing to sign leaders in recent seasons after Arsenal’s perennial collapse in the Premier League title race.
Speaking to BBC Radio Five Live after Sunday’s surprise FA Cup exit at the hands of the Hornets, Wright accepted that Wenger deserved some of the blame for the apparent lack of characters in the dressing room.
“What you do have to lay at his door is the fact that all the players there are players that he has brought in,” Wright said.
“The players and their personality – that’s what he has created. It doesn’t seem to me like a dressing room where you’ll see veins popping out of necks and passion.
“I don’t see that in any of the signings that he has bought.”
Arsenal are in third place in the Premier League table after a two-game winless run.
The Gunners will face Barcelona in the second leg of their last-16 clash at Camp Nou on Wednesday night.
Wenger’s side lost 2-0 to the Spanish champions in the first leg at the Emirates Stadium.
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