Apparently, the former Labour leader was also upset and took to Twitter to blast the reaction of Roy Keane in the ITV studio.
"Roy Keane is just bad I am sorry".
"Before the game, the whole talk was about the final, the final", began Keane, directing his comments at Wright.
At full-time, with the score deadlocked at 1-1, England looking to be lagging, and extra-time looming, the former Irish captain found his opportunity to wreak havoc.
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Keane suggested that England's "It's Coming Home" banter meant everyone had got a little carried away before playing Croatia.
Wright argued in return: "We wasn't talking about the final, we were just having a laugh with you".
Mr Keane criticised the way they were planning parades and thinking about the final before they even got there. You need a reality check man. Get excited when they get to the final man!
As Keane built up steam, Wright interrupts to insist he never declared England were going to win the World Cup. "But you have to focus on just one game". We were happy, you weren't happy for us to be happy at that time, ' Wright said.
The quartet of former footballers were last together earlier in the tournament and viewers got a real kick out of Keane telling his colleagues to cool the jets after they beat Panama 6-1.
Keane did credit the English players for their efforts in reaching the semis but reserved his highest praise for the victors, Croatia. You know how hard it is to get to these big finals, or even get to a World Cup.