The two-time world champion exited in the second round at Alexandra Palace, losing 3-0 to Arno Merk.
'Snakebite' Wright failed to really threaten the German debutant, winning just two legs and averaging a meagre 79.20.
Van Gerwen, meanwhile, got into the third round by seeing off William O'Connor 3-1 and will play Merk after the Christmas break.
But there was little sympathy for Wright from Van Gerwen when asked if he was shocked by the outcome of Wright's match.
"You want me to answer this?" Van Gerwen replied. "I can answer this really easily.
"I'm not really surprised by his performance because he's been playing crap lately and for him it's time to retire anyway.
"I think it's time for him to retire anyway."
Wright has slid down the PDC rankings over the last two years and will likely drop out of the top 32 after his short run at this year's World Championship.