Most famous for playing Shuri in Black Panther, Wright has also appeared in the Black Mirror episode 'Black Museum' and the Doctor Who episode 'Face the Raven'.
On Sunday night, the 25 year-old won the EE Rising Star Award, the only category voted for by the public.
She started her speech saying: "I identity myself as a child of God and I can't get up here without thanking God.
"A few years ago I saw myself in a deep state of depression and I literally wanted to quit acting.The only thing that pretty much pulled me out of that was God, my belief, my faith and my family - and an email from BAFTA saying that they want me to be part of the Breakthrough Brits and I was like 'let me try again'".
In 2015, Wright was named a BAFTA Breakthrough Brit, making her one of 18 newcomers selected by a panel of leading film figures to receive a year's worth of mentoring and career development support from BAFTA.
She continued: "So this wasn't an overnight thing, this wasn't a click of the finger success, and it's still a work of progress, I'm still a work in progress, but I want to just thank God.
"I want to thank my family, I want to thank my team...I want to thank everybody that said yes to me, I want to say thank you to everybody that gave me a chance and just saw my talent, saw what God placed in me, and said yes.
"I want to encourage young people - matter of fact you don't even have to be young, you can be any age - but I just want to encourage you, anybody that's going through a hard time, or somethink [sic] in their soul, or they've lost their light. I want to encourage you that God made you and you're important.
"There might be some of you here that's going through depression, that's going through a bad time, that's putting on a smile on your face and nobody can see that but you know it and God knows it and I just want to encouarge you and I just wanna say that God loves you and let your light shine. God bless you all, thank you so much."
Wright went on to say she felt honoured to be in the category as she is inspired by her competitors for the award - Jessie Buckley, Cynthia Erivo, Barry Keoghan and Lakeith Stanfield.
The actress ended by saying: "Thank you Jesus - thank you, thank you".
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