In recent research, the evolution and the very existence of religious dialogue in Late Antiquity and in ancient Christianity have been questioned. While most studies focus on Christian literature, the aim of this paper is to investigate the role of the dialogue with Christians in Celsus’ True Discourse, the first anti-Christian treatise of Antiquity. This article argues that although Celsus claims to be willing to discuss with his adversaries, he suggests that such an exchange is impossible because of the irrationality and the inconsistency of the Christian faith. Thus dialogue becomes a polemical argument against Christianity, and the True Discourse is presented as a failed attempt to engage with Christians. Furthermore, the study of Celsus’ prosopopoeia (in which a Jew inveighs against Jesus and criticizes the Judeo-Christians) shows that, despite the dialogical form of its probable sources of inspiration, this section of the True Discourse is actually a monologue. By this prosopopoeia, Celsus tries to show that, like the Christians of his time, Jesus and his first followers were unable to defend themselves against criticism. By the end of this study, it will be clear that the negative portrayal of the dialogue with Christians plays a key role in the polemical strategy of the True Discourse.