It was at Cambridge that Dilke, previously having shown few signs of religiosity, began to attend chapel services and fell under the influence of the then Roman Catholic chaplain Monsignor Alfred Gilbey, leading to his conversion.
On the advice of Gilbey, Dilke entered the London Oratory shortly after graduating from Cambridge, where he would spend the next 56 years as a priest and serve from 1981 to 1987 as a provost.
Dilke retained some of his family's ancestral non-traditionalism – his election as provost was said to be celebrated by the liberal-minded members of his community – and was not in sympathy with the fogeyish element that congregated about the Brompton Oratory.
From 2004, Dilke was a fellow of the Royal Astronomical Society, and even wrote an unpublished novel about the oratory set in outer space.
Virginia Crawford, the MPs wife whose testimony in a divorce case precipitated the second baronet's public disgrace in 1886, became a Catholic under the influence of Henry Edward Cardinal Manning as well as a friend of the family who as "Auntie Nia" dandled the younger Dilke on her knee as a baby.