The Steelmen were undone by two goals in the space of just four minutes at the end of the first half as Gainsborough Trinity went on to claim a 2-1 success.
Greg Mills did pull a goal back for the hosts and Massiah McDonald had a late header cleared off the line as they desperately went in search of an equaliser.
But, as boss Wright observed, the damage had already been done.
The latest setback leaves Corby still in the relegation zone in the Vanarama National League North, although they could move out of it with a win at high-flying AFC Fylde on Tuesday night before having next weekend off.
But Wright was unable to hide his disappointment after a ninth loss from 14 home league games this season.
“It was a lack of game management,” the Steelmen manager said.
“It’s something we have been working on for two or three weeks and I thought the penny had dropped with the boys but clearly not.
“Giving two goals away with four minutes to go of the first half has ultimately killed the game.
“The penalty should never have happened because we had possession of the football and it should have gone in the channel for Greg Mills to go and attack.
“Instead, we make a bad decision, they counter us, the lad cuts inside and it did look soft but it was all preventable.
“The second goal, we’ve put it out for a corner and when we have such a height advantage I would back people to go and head the ball.
“The smallest man on the pitch has scored the goal and it comes down to the question: ‘do you really want to go and head that ball?’ We didn’t and they scored.
“I thought we were on top for the first half-hour of the game, we were the better team.
“But we didn’t really have that cutting edge. We didn’t attack with any tempo and we didn’t really look like we could go on and score the goals to put it to bed.
“We livened up in the second half but you are always going to get that reaction off the back of scoring a goal. But the damage was done in the first half.”
Wright, meanwhile, says the club will assess a hamstring injury picked up by frontman Ryan Robbins who made his debut having joined on loan from Boston United on Friday.
“I think they (Boston) have too many players and that’s a luxury when you are at the right end of the table with a big budget,” he added.
“They are carrying a lot of centre-forwards and Ryan wants to play games.
“I am delighted to get him in, he will be a massive asset for us.
“But he limped off with a hamstring injury and we will have to assess that ahead of Tuesday.”