The double Oscar winner filed the petition on April 23 in Marin County Superior Court in San Rafael, Calif., according to court papers.
The couple married in April 1996. Penn has requested joint legal and physical custody of their 18-year-old daughter, Dylan Francis, and 15-year-old son, Hopper Jack.
This isn't the first indication of marital strife. The Penns filed for divorce in December 2007 but dismissed their petition several months later.
They attended the Academy Awards together in February. Penn, 48, won an Oscar for his role in the drama "Milk," and neglected to thank his wife in his acceptance speech.
Calls to the couple's representative, Mara Buxbaum, and Penn's lawyer, Mindy Lauren Ross, were not immediately returned.
A hearing has been scheduled for Aug. 21, according to the Marin County Superior Court Web site.
Penn met Wright on the set of the 1990 Irish mob movie "State of Grace." The famously brooding actor, who previously married and divorced first wife Madonna, seemed to find the yin to his yang in the luminous actress, whose serene demeanor tempered his macho swagger. Wright, who was married once before to former soap star Dane Witherspoon, has said Penn helped her gain confidence and stand up for herself.
Penn launched his acclaimed acting career as the stoned surfer dude Jeff Spicoli in "Fast Times at Ridgemont High." His other, much heavier, roles include "Dead Man Walking," "21 Grams," "I Am Sam," "All the King's Men" and "Mystic River," for which he won a best actor Oscar in 2004.
Penn's second trophy came after he showed surprising warmth and humor as slain gay rights leader Harvey Milk. Despite his reputation as a serious actor, he recently agreed to play Larry in the Farrelly brothers' big-screen update of "The Three Stooges."
He has also directed several films, including 2007's "Into the Wild" and 1995's "The Crossing Guard," which co-starred Wright and Jack Nicholson.
Wright, 43, is best known for her role in "The Princess Bride" in 1987 and "Forrest Gump" in 1994 opposite Tom Hanks. Her other credits include "Beowulf," "Breaking and Entering" and the new Russell Crowe drama "State of Play."
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