The 23-year-old winger is in the final year of his contract with Aberdeen and has been reluctant to sign a new deal with the Scottish Premiership side.
With Wright’s Aberdeen future up in the air, Glasgow giants Rangers are looking to take advantage of the situation by luring the wide-man to Ibrox.
However, Dons legend Miller has warned Wright against moving away from Pittodrie, suggesting that chances to express himself could be limited at his next destination.
The former Aberdeen star urged the Scot to think long and hard before deciding to leave the club, but admitted that there is little Derek McInnes’ side can do once he has made his choice.
“The 23-year-old has emerged as a very important player for the Dons this season“, Miller wrote in his Evening Express column.
“It’s a fact of life that these things happen and players will move on.
“Pittodrie is a good place for players to develop and learn the game, while playing at a high level.
“Wright has been given the opportunities to express himself for Aberdeen and if he does decide to move on, it’s a decision he should think long and hard about, because there are a lot worse places to ply your trade than Pittodrie.
“But, if players are in the final months of their contract and their will is to move, then there’s not much the Dons can do to hold on to them.
“We’ve seen it in the past with the likes of Ryan Fraser, Fraser Fyvie and Jack Grimmer leaving Pittodrie.
“All Aberdeen can really do is try to make the environment as positive as they can and hope Wright is persuaded to sign a new contract.“
Wright has scored two goals and provided five assists from 16 appearances across all competitions for Aberdeen this season.