This study focuses on the dialogical value that can be inferred from philosophical discourse and practice, as conceived by Hadot. This position analyzes, with the same dialogical approach, Hadot’s category of “philosophical exercise,” the study of “self-care,” and the theme of “conversion.” Focusing on these themes, the figure of Socrates, “the emblem of philosophy itself,” philosophy itself as an inexhaustible questioning and possible anti-philosophical drifts, and finally the practice of concrete dialogue between authors and different fields of knowledge, among which the theme of the comparison and inseparable relations between Christianity and Greek culture, Jesus and Socrates, Christianity and philosophy stands out, cannot fail to be predominant. The “philosophical act” is, therefore, a “conversion,” intercepted in ancient texts as a “necessity” to investigate the nature of man in order to liberate him, a theme that is dialogical in itself and open to the philosophical-religious or even religious sphere qua talis.