This happened in the late 1640s, when the last emperor of the Ming loyalist regime (or Southern Ming), Zhu Youlang - also known as the Yongli emperor after his reign title - converted to Roman Catholicism partly in the hope of receiving aid from the European states (especially the Portuguese) against the Manchus who had by now conquered almost all of China. Zhu Youlang's family and much of his court seems to have converted along with him, and his official mother (i.e., his father's official wife, but not his natural mother) Empress Dowager Wang was baptized as Helena. His natural mother Lady Ma was baptized as Maria, while his wife Empress Wang was baptized as Anna. Matteo Ricci had nothing to do with the conversion (he was already dead at this time); rather, Zhu Youlang and his family were converted and baptized by the German Jesuit Andreas Xavier Koffler (who died in 1652).
In 1650, Zhu Youlang's court entrusted the Polish Jesuit Michal Boym with the mission of bringing letters from himself and the Empress Dowager to the Pope, the Doge of Venice, and the King of Portugal. These letters were primarily requests for military aid against the Manchus. Boym's mission was exceptionally difficult and dangerous, because the Venetians and Portuguese were both inclined to abandon the seemingly hopeless Ming loyalist cause and concentrate on developing trade relations with the victorious Manchus. Even the leaders of the Jesuit Order did not approve of getting involved in the Ming-Qing conflict. Boym had to wait until 1655, when the new pope Alexander VII was elected, to get a positive response from the Vatican. Even then, the pope did not offer any practical support, only a letter expressing sympathy and blessing for the Ming loyalist court. With this letter, Boym was able to secure a promise of military aid from the Portuguese king, but again it was only a promise without any practical action taken.
Nonetheless, Boym began his return journey to China and reached Vietnam (then known as Dai Viet) in 1658. He then tried to reach Zhu Youlang's court in Yunnan by travelling through Guangxi, but died en route in 1659. Zhu Youlang and his court fled to Burma in 1661, but the Burmese king handed him over to Wu Sangui (who was now serving the Manchus) in 1662 and Wu put him to death.
On Zhu Youlang, see
http://en.wikipedia.org/wiki/Zhu_Youlang
On Michal Boym and his diplomatic mission, see
http://en.wikipedia.org/wiki/Michael_Boym
To read a 1650 letter from Empress Dowager Helena to the Pope, carried by Michal Boym to the Vatican and now kept in its archives, see
http://asv.vatican.va/en/visit/doc/zoom04.html
After reading the story of Michal Boym's mission, I have great respect for his tenacity, courage, and refusal to abandon the Ming loyalist cause despite its bleak prospects.