Bayley moved into a room at the Seminary of Saint-Sulpice on August 5, 1842. In Paris, he found a large bundle of letters from his family waiting for him at the banker's. His Catholic cousin Catherine wrote that when the family received the letter Bayley had sent to his grandmother from Rome explaining his decision to convert, she left the room, not wishing to see the sorrow that "this best brightest blessing that has ever descended upon her family" would cause their aunt Helen Bayley Craig, who was afterwards "shut in her bed-room no doubt mourning over the contents" of the letter, where Catherine, after waiting a while, "ventured in" to console her. She related to Bayley that his father "bears the matter I fancy very philosophically for he has gone out to fish." She expressed optimism that Aunt Craig and Dr. Bayley would also convert to Catholicism, urging Roosevelt Bayley to write to his aunt giving a brief sketch of the reasons for his decision, as "I think Aunt is in just such a state of mind now that you may readily accomplish a miracle of divine grace". In his reply, Bayley attributed the grace of his conversion to the intercession in heaven of her saintly mother, his aunt Elizabeth Ann Seton.