Former Arsenal and England star Wright cast his eye over Marsch's first game as Whites head coach in Saturday's clash at Leicester City which ended in a 1-0 defeat.
Leeds, though, served up 19 attempts at goal and Wright gave his seal of approval to what he saw but not to United's finishing.
The former striker star said Leeds particularly needed more from star Brazilian winger Raphinha who failed to beat Kasper Schmeichel from three yards out as the Dane saved but Wright hailed United's travelling fans for their support of both former head coach Marcelo Bielsa and new boss Marsch at the King Power.
"I've got to say Leeds will be disappointed with the chances because they did play very well," said Wright of Leeds on Match Of The Day.
"They denied Leicester in the first half but when they got into situations and they created chances, Kasper Schmeichel was very good and made some very good saves.
"Leeds had good pressing and they had a good shape.
"I think the way Leeds played, they have got to take a lot from it but for me this (Raphinha's) is the chance.
"I think Raphinha is somebody who needs to do a lot more. I am very disappointed with the way he played today. I think he has got to score that.
"It's a good save but he has got to score that and I think he is somebody that needs to do more, a lot more for me.
"He has got too much (ability) to be playing as poorly as he did today."
Wright felt United's display as a whole was "very positive" and added: "I am sure the fans and the players are liking what they are hearing because obviously they have got to get used to a new manager because they have such a talismanic one before
"But Leeds fans were brilliant today, they sang for Jesse Marsch and Bielsa. It was brilliant."