Open the Network system preferences pane by navigating to Apple Icon > System Preferences > Network.
Click on the settings "gear" icon and select Set Service Order... from the dropdown menu.
You'll see several network devices listed. I use a USB hub with tons of features, so your Ethernet connection might be aliased as "Thunderbolt Ethernet Slot 1" or "Thunderbolt Bridge".
Either way, drag the Wi-Fi item to the bottom of the list to prioritize it lower than whichever Ethernet device your computer is using.
When you're done, click OK and then the Apply button.