How do I turn off wget proxy?

Check your

1. ~/.wgetrc
2. /etc/wgetrc

and remove proxy settings.

Or use wget --no-proxy command line option to override them.

In case your OS is alpine/busybox then the wget might vary from the one used by @Logu.

There the correct command is

wget --proxy off http://server:port/

Running wget --help outputs:

/ # wget --help
BusyBox v1.31.1 () multi-call binary.

Usage: wget [-c|--continue] [--spider] [-q|--quiet] [-O|--output-document FILE]
        [-o|--output-file FILE] [--header 'header: value'] [-Y|--proxy on/off]
        [-P DIR] [-S|--server-response] [-U|--user-agent AGENT] [-T SEC] URL...

Retrieve files via HTTP or FTP

        --spider        Only check URL existence: $? is 0 if exists
        -c              Continue retrieval of aborted transfer
        -q              Quiet
        -P DIR          Save to DIR (default .)
        -S              Show server response
        -T SEC          Network read timeout is SEC seconds
        -O FILE         Save to FILE ('-' for stdout)
        -o FILE         Log messages to FILE
        -U STR          Use STR for User-Agent header
        -Y on/off       Use proxy