Volpe first became involved with the Liberal Party in the 1968 federal election, when he worked on Charles Caccia's campaign in Davenport. He ran for the North York Board of Education in the 1974 municipal election as a separate school representative, but was defeated. He later ran for the Ontario legislature in the 1981 provincial election and narrowly lost to New Democratic Party incumbent Odoardo Di Santo in Downsview. The following year, he supported David Peterson for the Ontario Liberal Party leadership.