"My caddy was more shocked that I was I think.''
Wright shot a final round four-under 68 to finish on 10-under 206, a shot ahead of Walshe and Speechley who shot rounds of 69 and a tournament-low seven-under 65 respectively.
Experienced Canadian Lorie Kane and Australia's Stephanie Na both shot 69s to finish in a share of fourth place on eight-under, with five Americans in the top-10.
The leading New Zealander was 17-year-old Cecilia Cho, the world No3 ranked amateur, who shot a three-under 69 to finish on five-under. She edged her good friend and rival Lydia Ko by one shot to bring the curtain down on her outstanding amateur career as she returns to Korea to turn professional.
"I have watched Lydia play and she was good this week. It is good being out of the spotlight but I am fine being in the spotlight as well,'' said Cho.
"It's good to get some momentum before I turn professional. It would have been nice to score lower but it's been a good tournament.
"I am going to miss so much about New Zealand. I am going to miss travelling with teams but turning pro is a new challenge and I am excited about that.''
Speechley had a white-hot hand in an otherwise bitterly cold day. The 22-year-old, who turned professional last year, fired a blistering opening nine in seven-under 29 including five birdies and an eagle on the par-5 fifth.
She turned at nine-under for the tournament to open a one-shot lead, before mixing a solitary bogey at the 13th with a vital birdie on the last to get to nine-under for the tournament.
"My putting was the key to the round. The greens at Royal Melbourne last week were ridiculously fast but I finally got the pace here after two days,'' Speechley said.
"Anything can happen especially around here if the wind blows so I told myself to stay patient and hang in there. I just turned pro in December, so (to win) would be amazing. A first tournament win after only a few months would have been amazing.''
Joint overnight leader Walshe had dropped back to seven-under after 11 holes before making two late birdies to put her name into the hat.
There was considerable interest in Ko to again show her immense talents well beyond her years. While her putter had been a key all week, on the day she most needed it most, her putter went as cold as the weather.
Ko had to be content to finish with a two over 74 today to finish on four-under in a tie for 17th place and was quick to acknowledge the performance of her good friend Cho.
"Her playing good improved my game and hopefully me playing good improved her game,'' said Ko. "She is soon going and it is quite sad. She has been a friendly rival and I am going to miss her.
"I played good today but my putts didn't roll in today like the other two days. I am happy but kind of disappointed to,'' Ko said.
"It is really good to play back in New Zealand after playing in Australia for a while. I have played good most of the time I have played in Christchurch.
"I won the NSW Open and Australian Amateur so not winning here is not going to make me depressed or too disappointed.''
LEADERBOARD
206: Lindsey Wright (AUS) 70 68 68
207: Jessica Speechley (AUS) 69 73 65, Alison Walshe (USA) 68 70 69
208: Lorie Kane (CAN) 72 67 69, Stephanie Na (AUS) 70 69 69
209: Beth Allen (USA) 70 71 68, Danielle Kang (USA) 68 72 69
210: Rachel Jennings (ENG) 72 70 68, Kris Tamulis (USA) 70 71 69, Gerina Piller (USA) 68 71 71, Kang Hae-Ji (KOR) 69 69 72
211: Cecilia Cho (NZL) 70 72 69, Pernilla Lindberg (SWE) 70 72 69, Cara Freeman (USA) 70 70 71, Sarah Oh (AUS) 69 72 70, Carlota Ciganda (ESP) 69 69 73
212: Linda Wessberg (SWE) 70 73 69, Marianne Skarpnord (NOR) 73 73 66, Lydia Ko (NZL) 69 69 74, Maria Jose Uribe (COL) 70 68 74
213: Amelia Lewis (USA) 68 74 71, Bree Arthur (AUS) 74 69 70, Elizabeth Bennett (ENG) 68 75 70, Kristie Smith (AUS) 71 72 70
214: Sarah-Jane Smith (AUS) 71 70 73, Julia Boland (AUS) 71 68 75, Veronica Zorzi (ITA) 72 72 70
215: Frances Bondad (AUS) 72 71 72, Joanna Klatten (FRA) 67 75 73, Cindy Lacrosse (USA) 72 67 76, Kym Larratt (ENG) 67 77 71, Sydnee Michaels (USA) 73 70 72
216: Meredith Duncan (USA) 70 74 72, Hannah Yun (USA) 68 76 72, Laura Diaz (USA) 71 73 72, Irene Cho (USA) 71 72 73
217: Mo Martin (USA) 76 67 74, Danah Bordner (USA) 72 75 70, Alison Whitaker (AUS) 74 68 75, Sara Brown (USA) 70 75 72
218: Valentine Derrey (FRA) 76 71 71, Caroline Bon (NZL) 73 73 72, Cathryn Bristow (NZL) 72 73 73, Sarah Kemp (AUS) 73 72 73
219: Vikki Laing (SCO) 70 75 74, Karen Lunn (AUS) 73 72 74
220: Jodi Ewart (ENG) 76 71 73, Whitney Hillier (AUS) 74 72 74, Titiya Plucksataporn (THA) 73 72 75, Lynnette Brooky (NZL) 67 76 77
221: Emily Perry (NZL) 67 76 78, Jaclyn Sweeney (USA) 68 74 79, Charlie Douglass (ENG) 71 76 74
222: Grace Lennon (AUS) 70 72 80, Kim Min-Sun (KOR) 75 72 75, Georgina Simpson (ENG) 71 75 76
223: Susan Farron (NZL) 74 72 77, Jane Kim (AUS) 71 73 79