"He's played well for us and now Rovers are seeking a fee," Shrews boss Graham Turner told BBC Radio Shropshire.
"Mark has indicated he'd like to stay, we want him to stay, but whether we can reach agreement with Bristol Rovers is another matter."
Wright is Town's top scorer this season, and his form has alerted other sides.
"I know Rovers have circulated all clubs in the first and second divisions about Wright's availability," said Turner, adding that he already had other players in mind.
Source: BBC Sport
Source: BBC Sport