After an eight-day retreat which began on October 11, 1842, Bayley began his theological studies at Saint-Sulpice. William Henry Elder of Baltimore, on his way to study at the Propaganda in Rome, visited and had a conversation with Bayley in which he told him "many things of the Convent of St. Joseph's" founded by Mother Seton at Emmitsburg, Maryland. On March 22, 1843, Bayley wrote to the superior of the house, Mother Mary Xavier Clarke, telling the sisters there that he attributed his conversion chiefly to the prayers of Mother Seton and asking them to pray for the conversion of his father, brothers, and sister, and Aunt Craig and her family. In August, Bishop Hughes visited the seminary, and Bayley met him in person for the first time. After "several pleasant visits" with Hughes at the residence of Bishop de Forbin-Janson, Bayley recorded, "I believe I will like him hugely." Hughes wished for Bayley to return to New York to complete his studies at St. John's College (Fordham University after 1907) in Fordham.