The two-time world champion won 11-6 against Englishman James Wade to add to his previous 2020 success.
However, Wright - who was unhappy with his throwing despite the success - says the title is only a stop on the way to the World Championship in London in December.
"I didn't want to win this tournament, I'm trying to win the World Championship," said Wright after he had been celebrated extensively by the Dortmund crowd.
The match went in favour of the Scot early on. In the first two legs both opponents lost their throw but then "Snakebite" Wright took off.
He won five of the next six legs to move 6-2 ahead and defended this advantage until the end.
Earlier in the evening Wright had defeated Danny Noppert 11-8 in the semi-finals.
On his way to the title, Wright had also managed a win over German World Championship semi-finalist Gabriel Clemens in round one. Wade had entered the final with an 11-9 over Gian van Veen.