The highly-rated 21-year-old, who has rejected a new contract at Sincil Bank, has already held talks with the Foxes and a deal is expected to go through, but Wright believes interest from other clubs could hijack the Walkers Stadium switch.
He told the Lincolnshire Echo: "Leicester will feel they have a head start on everybody by talking to Dany, but by no means is it cut and dry.
"Although we have started talking to Leicester about a possible compensation package, there is still a long way to go and they still haven't agreed terms with the player.
"Besides, I will not name the other clubs, but there are others waiting to talk to Dany and have made their interest known to us.
"It's still very early and I expect there to be further developments in the next week."