Doncaster dominated possession throughout the game with short, sharp passes and were rewarded with the win after 18-year-old Jordan Bell headed home seven minutes from time to dump the holders out at the Keepmoat Stadium.
Wright said: "It was a disappointing goal to concede because we've played well and defended well. It's always going to be disappointing to go out of a competition you won last year.
"If you switch off for a second, especially when you play teams from a higher league then you're going to get punished and it's frustrating that was the case.
"I thought we coped quite well with the possession Doncaster had - Richard O'Donnell didn't have many real saves to make and we had some really good chances on the break, particularly Craig Westcarr.
"The back four coped well against players who have mostly played in the Championship and from a side who are in the top 10 of the division above. But to lose to a set-piece is very frustrating."