The Northern Irishman is under no illusions about the size of the task awaiting his men in Glasgow's East End on Saturday after watching the Hoops match giants AC Milan in the Champions League.
Neil Lennon's men were unfortunate to succumb to two late goals in the San Siro on Wednesday but Wright felt the Scottish champions deserved to collect their first ever win on Italian soil.
However, the Perth manager has watched his team notch up a couple of impressive away wins against Rosenborg and FC Minsk before they were eliminated from the Europa League qualifiers earlier this term.
Saints went unbeaten against Celtic in their two games at McDiarmid Park last season but also lost heavily in Glasgow on a couple of occasions, but Wright now believes they now have a game plan they could bring them three points at Parkhead.
He said: "I thought Celtic were really unlucky. They were the better team over there. Their squad has grown with the experiences they have had in Europe and it was an excellent performance. They certainly did not deserve to lose and probably deserved to win.
"But we have been to Celtic Park before and got a couple of good results. We've had a few tankings as well down there and that can happen.
"But we can use our own experiences from Europe of going away to a place like Rosenborg and getting a result. We know the underdog can often cause an upset.
"We respect Celtic and know they are the best side in the country. We know Neil can change four or five positions without even weakening it. It will be a difficult game but they players like to test themselves against the best."
Saturday's lunchtime kick-off will see Wright - who took over from compatriot Steve Lomas in the Saints dugout this summer - go head-to-head with former international colleague Lennon for the first time as a boss.
And the former Distillery manager says he is keen to test himself against someone with the Celtic boss' stature.
"I know Neil really well from our time together in the national team - although he is difficult to get on the phone these days," joked Wright. "I usually see him in Portugal each summer for a couple of rounds of golf.
"I'm not surprised by how well he's done. He knows the game, went straight into coaching the reserve team at Celtic.
"He's done remarkably well for Celtic, particularly in Europe, now he's got the top job and I'm looking forward to pitting my wits against him."