Having always desired to travel, Matthew left England in November 1604 and went via France to Florence, even though he had promised his father he would not go to Italy. In Florence, he met several Catholics and eventually converted to that denomination from Anglicanism. At that time a new persecution was raging in England, but Matthew was determined to return. When he arrived, he was imprisoned in the Fleet for six months and every effort was made to make him recant. In the end, he was allowed to leave England and travelled in Flanders and Spain. In 1614, he studied for the priesthood at Rome and was ordained by Cardinal Bellarmine on 20 May.
In 1617, the king allowed Matthew to return to England and he stayed for some time with Bacon, while he translated that man's Essays into Italian. Matthew was exiled again from 1619 to 1622, and upon his return, he was favorably received by the king, and acted as an agent at court to promote the marriage of Prince Charles with the Spanish Infanta. For this cause, the ill-fated "Spanish Match", James sent Matthew to Madrid and knighted him upon his return on 20 October 1623. In the immediate circle of the Queen, Henrietta Maria, Matthew enjoyed the same favor at court under Charles I as he had under his father; under his charming and playful guise— he offered to prepare for the Queen the new Spanish drink of chocolate, and did so, but absent-mindedly testing it, he tasted it all up— he labored diligently for the Catholic cause there. At the time of Lady Newport's scandalous conversion to Catholicism, he made himself scarce for a while.
When the Civil War broke out in 1640, Matthew, now an old man, took refuge with the English Jesuits at their house at Ghent, where he died. Whether or not Matthew himself ever became a Jesuit remains a matter of controversy to this day.