The town where Wolf was born is now called Slovenj Gradec in Slovenia, but at that time it was part of the Austrian Empire. He was a child prodigy. When he was four he learned the piano and violin from his father. When he went to school he learned with Sebastian Weixler. Music was the only thing he was interested in at school. He changed schools but still did little work except for music. He went to Vienna to study at the Vienna Conservatory. His father did not want him to become a musician. He was made to leave the Conservatory because he did not obey their rules. Wolf said later that he left because he did not like the old-fashioned teaching.