Wright's 13-year career included two stints with the Atlanta Hawks, and he had a home in the Atlanta area.
Last week's memorial service for Wright, a Memphis native, drew 3,000 fans and friends to the FedEx Forum in Memphis. Wright's six children each wore a different team hat from his career.
The 6-11 power forward known as "Ren" was remembered as a devoted father and community hero.
Memphis Police Lt. Alan Ruhl told the Commercial Appeal that the investigation is developing.
"We are awaiting the examination of several articles of evidence by various sources," he said. "Lorenzen Wright's extensive travels have required that homicide investigators conduct interviews in jurisdictions which are well outside of Memphis.
"This course of interviewing and developing evidence is not unique to the Wright investigation. The MPD homicide bureau is going to great lengths to bring justice to Lorenzen Wright and his loved ones, as we do in every other investigation."