Alli's performances have come under severe scrutiny this season, and the England international delivered another underwhelming display as Spurs succumbed to a 4-1 thrashing at the hands of Manchester City.
The former MK Dons starlet did light up Wembley when Tottenham recorded a famous victory over Champions League holders Real Madrid a few months ago, but performances like the one against Los Blancos, who have been linked with a move for Alli in recent months, have been few and far between so far this season.
Many have put Alli's indifferent form down to his desire to switch agents. Gestifute, a football agency run by Jorge Mendes, who looks after a host of big-name clients, are just one of a number of interested parties in Alli, who Wright thinks is angling for a move away from Tottenham.
Alli has previously spoken of willingness to move abroad, but Wright, who plundered 185 goals for Tottenham's arch-rivals Arsenal during the 1990's, has warned the Spurs star that he must buck his ideas up and show his best form for Mauricio Pochettino's side before thinking about letting Mendes or any 'super-agent' facilitate a move to Real or another of Europe's elite.
It is a very, very important time for Dele," Wright said on BBC 5 live, relayed by The Evening Standard. "He has got to be focusing on football even when he is not playing football to get himself back to the level he was at.
"The other day he was like a shadow of what we know he can do. When you start getting agents like Jorge Mendes you are not getting those agents to renegotiate contracts.
"You are getting those agents to move you somewhere, move you big, so he has got to be playing at a consistent level [to show] why he would go get an agent like that."
Alli, who has scored just three times in the Premier League this season, will hope he can reach the lofty standards he set himself last season when Tottenham travel to face high flying Burnley on Saturday (23 December). Sean Dyche's men currently take pride of place in sixth, one point and one place above Spurs, who are closer to bottom-placed Swansea City than runaway league leaders Manchester City, who are already 21 points ahead of the Lilywhites.