During his tour to India in 1908, Wragge met Mirza Ghulam Ahmad, who had claimed to be the Promised Messiah foretold in the Bible and Islamic scriptures. The dialogues between the two are recorded in the "Malfūzāt", the discourses of Ghulam Ahmad. Some of his followers believe that Wragge had converted to Islam and stayed a Muslim until his death. Proof of his conversion is cited by Ahmadiyya Muslim scholars in the form of letters written to Mufti Muhammad Sadiq, a companion of Ghulam Ahmad, by Prof. Wragge after his meeting with Ghulam Ahmad at Lahore. However, more personal family records suggest that Wragge remained a theosophist up until his death in 1922.