"I like my job and I have enjoyed it very much," Wright told reporters on Monday, a day after India's Cup final defeat by Australia.
Wright took on the post in October 2000. His contract ended with the World Cup and there has been speculation about whether will continue.
"From both sides there are a number of things to consider. I would like to keep working with the team but that's not my decision to make."
"It has been a tremendous experience. It is a pity we could not pull it off yesterday," he added.
Wright said he was leaving South Africa to visit his family in New Zealand and would wait for the BCCI to announce its decision.
India had raised hopes of a second title by reaching the final for the first time since their 1983 victory, but lost by 125 runs against the defending champions.
India next plays a ODI tri-series in Dhaka, involving hosts Bangladesh and South Africa, starting on April 11.
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