Wigh attended the School of Photography in Stockholm (1963-65) and, since 1976, has undertaken advanced studies in psychology.
Wigh became associate curator at Fotografiska Muséet in Stockholm in 1977 and, from 1973, did freelance work for the photography museum. He was also a critic for the magazines Fotonyheterna and Aktuell Fotografi. From 1963 to 1972 he did freelance photography, and from 1972 to 1977 was photographer and information officer at the Swedish National Theatre Center and the Birgit Culberg Ballet Company. He taught at the School of Photography in Stockholm (1965-69).
A member of the European Society for the History of Photography, Wigh was chairman of the board of Konstfôreningen pâ Màlarôarna.