Early in 1575 Parsons was forced to resign his teaching position at the University of Oxford because his sympathies lay with the proscribed Roman Catholic religion. He went to Rome and there, on July 4, 1575, entered the Society of Jesus. In 1580 Parsons and his colleague Edmund Campion reentered England to minister to English Catholics. In a year of clandestine activity he did much to bolster their morale; he preached, wrote religious books and pamphlets, and set up a secret printing press.

After Campion's arrest in July 1581, Parsons returned to the Continent and was assigned by William Allen—an influential English Catholic living abroad—the task of directing from abroad the Jesuit mission to England. In 1588 he was sent to Spain, where he spent nearly nine years establishing seminaries for English priests at Valladolid, Sevilla, and Madrid. He died at the English College in Rome.

Parsons wrote many incisive works. His Christian Directorie (1585) became a devotional classic for Protestants as well as for Catholics.