Wright City is a town in McCurtain County, Oklahoma, United States, along the Little River. The population was 762 at the 2010 census, a decline of slightly more than 10 percent from the figure of 848 recorded in 2000. Wright City hosts one of the oldest continuous rodeos in Oklahoma, known as Little Cheyenne, held each July 1 through 4. In 1933 a few local cowboys started it as a rodeo, barbecue, and dance.