Rovers ended a miserable month with a 2-1 loss at Coventry City last weekend.
It meant Grant McCann’s side picked up just four points from a possible 24 during the entire month.
That was in sharp contrast to an impressive September which saw them remain unbeaten, dropping just two points along the way.
Defender Wright, who netted only the second goal of his career against the Sky Blues, is now looking for a response when Rovers head to Charlton on Saturday.
“We have to take the positives out of our second-half performance and take that into next week,” said the 23-year-old. “We have to start the game how we started the second half (at Coventry), we have to be on the front foot and really take the game to Charlton.
“The gaffer said to us at the break to go out in the second half to win the game and that put a lot of belief in the lads. We came out and performed a lot more like we had done in the past.”
He added: “We pressed more as a team, and the tempo was a lot faster.”
Wright’s emphatic strike proved to be a mere consolation in the end but nevertheless he was happy for a rare appearance on the scoresheet.
“I’m happy to get a goal obviously,” he added.
“But at the end of the day when you don’t get anything from the game it means very little.
“We thought we could still get something out of it right until the very end, but it just wasn’t to be for us.
Sheffield United’s trip to Rotherham United later this month is sold out.
The Blades make the short journey to the AESSEAL New York Stadium on Saturday, November 24 (12.30pm).