After moving to Germany with his parents in 1990 Wolf started playing football for several teams in the Ansbach area before joining 1. FC Nürnberg in 1997. There he played for several junior teams, before breaking into first team football in 2002 when he debuted in the Bundesliga against Hertha on 23 March 2002, which saw Nürnberg lose 2–0. He went on to make three more appearances later in the 2001–02 season while Nürnberg finished in 15th place. Despite initially wanting to leave the club, Wolf eventually stayed at the club by signing his first professional contract, keeping him until 2004.