While studying at Trinity College in Dublin, Wilde developed an interest in Roman Catholicism. In a letter to Wilde's father, George MacMillan (Wilde’s friend and traveling companion) noted that Wilde viewed Roman Catholicism as "the highest and the most sentimental" of religions. Wilde's tutor disapproved of this fascination, and attempted to bring his focus to Greece. Wilde was not deterred and this interest just increased when he went to Oxford, where he began to contemplate conversion. Through his friend David Hunter-Blair, he got an audience with Pope Pius IX in 1877. During this meeting, it is said that Pope Pius IX said to Wilde, “I hope that you may take a journey in life in order to arrive at the city of God”. It is noted that the encounter had a big impact on Wilde and left him speechless. He was angry that his father had refused to let him convert as a child and reportedly said, “Catholicism is the only religion to die in”. At this meeting, Wilde did not convert as he had discussed with clergy. He tried again to convert in 1878, but decided against it because his father threatened to financially disown him. Wilde ended up joining the Catholic Church shortly before his death. 

Source:  

Alvarez, Inma. “The Catholicism of Oscar Wilde.” Aleteia, 6 Oct. 2016, aleteia.org/2016/10/06/the-catholicism-of-oscar-wilde/. 

Ellmann, Richard. Oscar Wilde. New York: Vintage Books, 1988. 

Malik, Shushma. “All Roads Lead to Rome?: Decadence, Paganism, Catholicism and the Later Life of Oscar Wilde.” Cahiers victoriens & édouardiens 80 Automne (2014): 2–. Web. 

Ross, Iain. “Oscar Wilde in Greece: Topography and the Hellenist Imagination.” International Journal of the Classical Tradition, vol. 16, no. 2, 2009, pp. 176–196. JSTOR, www.jstor.org/stable/40388893. Accessed 6 Apr. 2021.