Whilst studying at Cambridge, he was told that he must attend the Lord's Supper in the Chapel on Easter Sunday. Little did he know that, in God's providence, this was to lead to his conversion. As he prepared for the Lord's Supper he recognised most clearly that he was utterly unfit to attend. He knew his sinfulness. The therefore started to try prepare himself by reading various Christian books. The more he thought and read the more convinced he became of his own sinfulness and his helplessnes to do anything about it. He describes his experience in a private memoir, written in 1813:
My distress of mind continued for about three months, and well might it have continued for years, since my sins were more in number than the hairs of my head; but God in infinite condescension began at last to smile upon me, and to give a hope of acceptance with Him.
But in Passion Week, as I was reading Bishop Wilson on the Lord's Supper, I met with an expression to this effect - 'That the Jews knew what they did, when they transferred their sin to the head of their offering.' The thought came into my mind, What, may I transfer all my guilt to another? Has God provided an Offering for me, that I may lay my sins on His head? Then, God, willing, I will not bear them on my own soul one moment longer. Accordingly, I sought to lay my sins upon the sacred head of Jesus;and on the Wednesday began to have a hope of mercy; on the Thursday that hope increased; on the Friday and the Saturday it became more strong; and on the Sunday morning, Easter-day, April 14, I awoke early with those words upon my heart and lips, 'Jesus Christ is risen today! Hallelujah! Hallelujah!' From that hour peace flowed in rich abundance into my soul.