Because his father was Jewish and was an ardent and outspoken member of the German Communist Party (KPD) since 1928, he and his family left Germany via Austria, Switzerland, and France for Moscow when the Nazis took power in March 1933, where, arriving in March 1934, Wolf came into intense contact with Soviet film.

In 1936, his family became Soviet citizens but then fell under suspicion leading to his father leaving for Spain in 1937 to serve as a doctor in the International Brigades during the Spanish Civil War.

[b] In December 1942 at age 17, he volunteered into the Red Army, was sent to the front as an interpreter, served in the Caucasus campaigns, was present for the liberation of Warsaw, and was among the first troops to reach Berlin in 1945.

[citation needed] Shortly after the war, Wolf returned to Moscow, where he studied at VGIK and was perplexed about whether he should be German or Russian and then live in Germany or the Soviet Union.

He was cremated and honoured with burial in the Pergolenweg Ehrengrab section of Berlin's Friedrichsfelde Cemetery.