The attacking quartet started a match together for just the second time in the Premier League in 2018-19 yesterday against Brighton and for the first time since November 3 against Liverpool.
Although all of the front four were on the pitch for 68 minutes before Mkhitaryan was withdrawn, Arsenal could only draw 1-1 with the Seagulls.
That spelled the end of their hopes of qualifying for the Champions League via a top-four finish in the Premier League, with fifth now the best they can hope for unless they win on the final day at Burnley, Tottenham lose to Everton and there is an eight-goal swing in goal difference.
But Wright insists Emery needs to find a way to ensure that he can start all of his big-name attackers, even though the two matches he has done so in the league have both ended 1-1 at the Emirates.
Ozil has not always been fancied by the Spanish coach while Mkhitaryan has been criticised at times for his performances.
But Wright thinks that if Emery can find a way to have all four players consistently starting matches next year, then the north London outfit will be more successful.
To do so, the former front-man believes Emery should focus on defensive reinforcements with Arsenal having leaked 50 goals in 37 league games this season – at least 11 more than any team ahead of them in the table.
Wright told his official YouTube channel after the Brighton draw: “We need to get more goals in the team. We need to get more solidity, we need more creativity.
“Today was the second time in the season we played Auba, Laca, Mkhitaryan and Ozil. I think the last time we did it was against Liverpool.
“If you’ve got that kind of firepower, the more you can get them into the team and on the pitch, obviously the better.
“Then you’ve got to do something in respects of the defensive side of the team to make sure those four guys can operate because if you’re telling me those four aren’t going to cause problems, then we really are in a bad place.”
The draw with Brighton served as Aaron Ramsey’s Arsenal farewell with injury cutting his final season short and Wright is still disappointed the Welshman is being allowed to leave the club to join Juventus in a free transfer.
He added: “The summer’s going to be interesting. We know we’ve got people leaving. Letting Ramsey leave was terrible business by the club, if he was going to go, see if you can get some money for him.
“If we’re talking bout the summer and Unai Emery only having maybe £45m, is the rumour, for them to not do the business where you get some money for a great player is bad business.
“I’m not going to blame the current incumbents, you have to blame [former chief executive Ivan] Gazidis.”
Arsenal finish their Premier League season at Burnley on Sunday (3pm) but before then face Valencia in Spain on Thursday night (8pm) in the second leg of their Europa League semi-final tie, which they lead 3-1 after the first leg.