Wright has been vocal about her struggles with depression. In 2018 she told Vanity Fair, "I was in the dark going through so many bad things, when the world didn’t know about Shuri and Letitia and whatever is happening now." Wright took a break from acting until 2015 after she encountered Christianity at a London actors' Bible study. On the UK talk show This Morning, she explained, "I needed to take a break from acting, because I really idolized it. So I came off from it and I went on a journey to discover my relationship with God, and I became a Christian."