"My mother is very supernaturally switched on - she was the sort of person who would feel presences or see things, and me and my brother were never skeptical of that. I was always very 'ghost curious'; as a young horror fan I was actually quite envious that she'd seen ghosts and I hadn't.
"I've always wanted to believe. I've never seen one, but have never disbelieved anybody who says they have."
Wright's family connection to the supernatural is one of the many inspirations behind his latest film, Last Night In Soho, a time travel slasher split between the London district in the 1960s and the present.
The film follows Eloise (Thomasin McKenzie), a fashion student with a sixth sense, who upon moving to a flat in Soho, finds herself transported night after night back to the swinging sixties.
There she becomes the aspiring singer Sandie (Anya Taylor-Joy) and lives out a glamorous fantasy of the era. That is, until things take a turn for the nightmarish - and the ghosts of the past start haunting her every waking moment in the present.
Speaking to Zavvi, Wright explained that his first foray into full blown horror territory is surprisingly the most personal film he's ever made, due to a career spent mostly in London, and an early life dominated by sixties pop culture.
"I find it odd that I have nostalgia for a decade I was never in. I was born in 1974, but the obsession with the '60s started with my parents' record collection, which was entirely records from 1964 to 1970 - they basically stopped listening to new music when my brother was born.
"Moving to London, I've often found myself walking around and wondering what it must have been like, especially in Soho, where the ground floor may have changed, but the buildings are the same.
"It feels like the one part of London that's still got a glimmer of what it was, but it also was a strange place where the high and low co-existed; the heart of showbusiness, but also the heart of the red light district and the criminal underworld."
This was far more prominent when Wright first moved to the city back in 1994, but has persistently been on his mind ever since.
"I'm one of those people who wonders 'what have these walls seen' when visiting any old building. It felt like this story was haunting me, and I needed to get it out of my system."
Wright had the full idea for the story in place when he was introduced to co-screenwriter Krysty Wilson-Cairns by fellow director Sam Mendes, who she collaborated with on 1917.
The director quickly realised that she had many experiences that would feed into the script. She'd lived above the Dean Street strip club Sunset Strip for five years, and worked at The Toucan as a barmaid - just like Eloise in the film.
While on a pub crawl around Soho a short while later, he gave her the story of what would become his latest film.
"It was the night of Brexit, we were two remainers trying to drown our sorrows, and that's when I told her the whole plot. I wanted to get her perspective not just as a writer, but as someone who had moved to London from elsewhere; I'm from Somerset, she's from Scotland."
After wrapping press on Baby Driver a year later, he called Wilson-Cairns back and asked her to co-write the screenplay with him.
Both of their personal experiences have fed into the script, which has left the director mildly irritated that many think he's just paying homage to the horror genre in the same way as he referenced classic movies in his Cornetto Trilogy.
"People just assume that everything in the movie is a reference to another movie - at Toronto, the moderator at a panel asked if the art college was a reference to the ballet school in Suspiria. But I went to art college and moved from Somerset to London, my mum studied dressmaking at art college, Krysty's mum and grandmother were both seamstresses, not everything is a film reference!"
Even McKenzie's lead performance has some personal inspiration, with Wright looking to his family to find the perfect Cornish accent for the actress to emulate. He recorded his sister-in-law speaking ("she has a much thicker accent than Eloise though!") to give to the actress before she went to work with a vocal coach.
But there's one supporting performance that will likely capture the most attention within the stacked ensemble. Opening with a title card reading "For Diana", the film features the final performance from Diana Rigg as Eloise's landlady Miss Collins.
Working with Rigg was a dream come true for Wright, and the experience making this film that he will treasure most.
"I'm so honoured that I got to witness that magic up close, to the point that directing her in dialogue scenes I'd often forget I was on a movie set. I'd just look at her on the monitor and think 'wow, that's Diana Rigg!'"
The pair continued to have a close relationship for a long time after filming, up until the point of her passing.
"The first part of lockdown I would call her every other week and talk about the old films she'd been watching on Talking Pictures TV. There was a point where I was calling Diana Rigg as much as my own mother."
Rigg's daughter, the actress Rachael Stirling, has seen the film twice. She told the director that the first time was one of her most harrowing movie watching experiences.
"She said she enjoyed it more the second time as she knew what was coming, and she wasn't as overwhelmed by watching it. She said that the thing that set her off the first time was a close-up of her mum's hands - she said that she thought she was prepared to see her mum's final role, but seeing her just put down a cup of tea proved to be a very emotional experience for her."
Wright's film is deeply haunted by the past, with the director joking in other interviews that it's his "Brexit film", a warning against romanticising bygone eras.
But it's also a film that helps the past live on, ensuring Diana Rigg will be forever immortalised in cinema - a fitting tribute to a screen legend.
Last Night In Soho is released in UK cinemas on Friday 29th October.For more of the latest pop culture news, interviews and features, follow us on Facebook, Instagram, Twitter and TikTok.
