The Sharks scored 157 batting first but it wasn't enough as Worcestershire Rapids chased down the target in the 19th over with five wickets in hand.
Wright told Sky Sports Cricket: "We knew we were under-par. I thought they bowled outstandingly well. But we fought all way, took a couple of great catches as well.
"But credit to the boys, well played to Worcester, they outplayed us."
Wright said the Sharks' spinners had been brilliant all tournament. "Danny Briggs goes under the radar but he's been doing that game in game out.
"It wasn't to be. I'm hugely proud of the boys. I don't think we could have given any more. I'm sad we couldn't get over the line but there has to be a loser."
Looking ahead, Wright said the Sharks - like the winning Rapids team - were 'trying to do it the right way. "We're trying to bring young English players. It's great to see from Worcester how many they're bringing through and we're trying to do the same.
"We've got Delray and Salty and we're trying to get these players playing. To have a day like and to experience it is only good for the future if they're going to play for England."
Wright said he hoped he had plenty more in his tank. "I've played a lot of cricket but I'm only 33. I feel good and hopefully I've got a bit longer yet!
"I want to thank all our family, friends and supporters for coming to support us today."