The Spireites looked doomed for an immediate return to League Two when they lost at fellow strugglers Walsall at the beginning of April.
The Derbyshire club have played their last three fixtures knowing that only a win would keep them up.
After three victories, Chesterfield face another must-win match at Yeovil on Saturday. But once again, wins for Walsall and Leyton Orient would relegate the Spireites regardless of what they do at Huish Park.
Wright said: "I really do believe, honestly I really do. Apparently somebody up there must like us because I thought we were quite fortunate against Rochdale. We have still got hope and we have got to keep going.
"We need to look after ourselves again on Saturday and then hope for the other results again because if Walsall and Leyton Orient drop points but we don't win our game then that will be devastating for us."