The striker is out of contract at the Gunners next summer and it has alerted plenty of clubs to the fact he could be available cheaply this summer.
Aubameyang’s double secured Arsenal an FA Cup final victory over Chelsea on Saturday but, post-match, he refused to be drawn on his future.
Speaking on Match of the Day, Gunners legend Wright said he hoped it was a case of the striker keeping his cards close to his chest, rather than signalling his intention to leave.
Wright also argued that Arteta’s optimistic tones when talking about Aubameyang’s future suggests he believes the key striker will stay at the Emirates.
He said: “I’m hoping that he’s trying to keep his cards close to his chest.
“Obviously he and the manager have been speaking.
“The manager, as confident as he looks, may know more than we know but it seems to me that, judging by Arteta’s body language and the way he speaks, he believes he’s going to stay.
“He says he wants to build a team around him and I hope that happens.”
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Arsenal fell behind early on against Chelsea but equalised through Aubameyang’s penalty before the striker scored a second.
Speaking post-match, Wright praised the way the striker coolly took the spot-kick in a high-pressure final against their rivals.
He said: “It was fantastic, really cool, really calm, he didn’t feel any pressure.”