Ozil missed Arsenal's clash with Burnley at the weekend due to illness, but he has so far appeared in 10 Premier League games for the Gunners this term, providing three assists and scoring one goal.
Questions over his future persist, with both Ozil and Alexis Sanchez able to leave the Emirates Stadium on free transfers next summer should they wish, and Wright is worried the playmaker will link up with Jose Mourinho at Old Trafford.
"Do you know what? That would break my heart," he told BBC Radio Five Live . "You know why? Because they've got players who perform, and play well. I could see, for instance, I'm hearing (Juan) Mata is kind of edging for a deal.
"If that doesn't happen Mesut Ozil on a free to Man United is a shoo-in. I could see him at United being unbelievable."
While Wright does not believe that Ozil is the kind of player who can inspire others around him, he says he would thrive in United's set-up.
"He's the kind of player, we've seen it sometimes with Arsenal. But I've said to people before, he can't drag a team up by their laces and make them all play well.
"But if they're playing well and you stick him in, unbelievable. He is the one that you want to say 'you know what, I just need someone to finish this off'. I would put Ozil in and that frightens me to know that he could end up at Man United.
"It wouldn't make sense to him or his agents or his team for him to sign now, simply because he's gone this far."