Joseph konverterte til kristendommen etter lesning av biskop Johann Michael von Sailers bøker, og ble døpt i den katolske kirke i 1812 av abbeden av den benediktinke abbediet Emaus nær Praha.<ref>Joseph Wolff har beskrevet koncersjonen slik (engelsk oversatt fra tysk): Collegio di PropagandaDown and Connor«In Yemen I spent six days with the Rechabites. They drink no wine, plant no vineyards, sow no seed, live in tents, and remember the words of Jonadab, the son of Rechab. With them were the children of Israel of the tribe of Dan, . . . who expect, in common with the children of Rechab, the speedy arrival of the Messiah in the clouds of heaven.»NarrativeincognitoNarrative of a mission to Bokhara, in the years 1843–1845, to ascertain the fate of Colonel Stoddart and Captain ConollyA mission to BokharaSublime vagabond: the life of Joseph Wolff – missionary extraordinaryDr Wolff's new mission: being the Rev. Wolff's determination to set out again on a missionary tour in Armenia, and Yarkand in Chinese Tartary, returning to England via Kamtschatka and Moscow, as soon as his church, now building at Ile-Brewers, is completed, and his autobiography, now in course of publication is finishedJoseph WolffJoseph Wolff. His romantic life and travels, etcJoseph Wolff'', in Gerald, H. Anderson (ed.) Biographical Dictionary of Christian Missions. Grand Rapids / Cambridge: William B, Eerdmans Co. 1998., p. 746.