But the real leap, the one that mattered, came long before they ever had reason to have faith.
Lionel Hollins knew little about Conley when he took over as head coach of the woeful Grizzlies in January of 2009. He had a long history with the franchise, having twice served as an assistant and interim coach. But he spent the beginning of the 2008-09 season in Milwaukee, as a Bucks assistant.
One thing was clear, though: The players who had been given a chance to play that season had gotten the last guy fired, so the other guys couldn't be much worse.
"To me it was pretty simple," Hollins said. "They'd drafted Mike fourth overall the year before, but he'd gotten hurt as a rookie. They also had Kyle Lowry as the starting point guard and they'd been talking about trading Mike.
"I came in and was like, 'Why are we talking about trading him? We're not going anywhere. Why don't we put this guy out there and see if he can play before you go trade him?'"
It was exactly the kind of objective, blunt assessment the Grizzlies needed to hear. And Hollins might have been the only guy who could have delivered it.
"If your job is to paint a yellow square, you paint it to the best of your ability," he said. "They didn't ask you to paint the whole court, they asked you to paint that square."
In this case, that meant convincing the franchise the best thing it could do in the short term was prepare for the long term.
Just a few weeks before, Conley was nearly traded to Milwaukee for Ramon Sessions.
But shortly after taking over for Marc Iavaroni, Hollins met with Conley and told him he was the new starting point guard, and he would be given every chance to remain the starting point guard for the rest of the season.
"It was more than a rumor," Conley said. "My dad's also my agent and he called me to say I wasn't playing this one game. When they tell you that, you know it's pretty serious.
"So after all that happened, for [Hollins] to come to me and say, 'I don't care what happened before, I want to see if you can play or not' … I can't even put enough words in the sentences to say how much it means to me."
Who needs words when you can do what Conley's been doing on the court lately?
Since the Grizzlies traded away leading scorer Rudy Gay in January, Conley has blossomed, leading the team in scoring (16.4), assists (6.4) and 3-pointers (52).
During the playoffs he's been even better, becoming a clutch scorer, team leader and elite defender.
"I'm glad my first major decision worked out," Hollins said with a self-satisfied smile.
You never really know what's going to happen when you hand a player something he may not have earned yet -- playing time, responsibility, a big contract.
Some players become emboldened by the show of faith and spend the rest of their careers trying to live up to it. Others become entitled.
Conley had always been a hard worker. In the year and a half he'd been in Memphis, he'd proved to be humble, coachable and eager to learn and improve. But the Grizzlies didn't have a lot of hard evidence to rely on when Hollins advocated for him to be thrust into the starting lineup.
"He gets an awful lot of credit for sobering us up and really, for putting air in Mike's sails," Grizzlies general manager Chris Wallace said of Hollins. "Today in the NBA, we draft so many young players … and we expect too much too soon out of these guys.
"If you're going to go draft a 19-year-old guy, whether he's fourth or 60th, you have to invest in it long term."
Wallace learned that earlier in his career. He'd been in the Boston Celtics' front office when they lost patience with Chauncey Billups halfway through his rookie year and dealt the 21-year-old to the Toronto Raptors for Kenny Anderson.
"There were other factors involved," Wallace said, referring to Billups' inability to mesh with then-coach Rick Pitino. "But if you look at Chauncey, he left us and went to Toronto, Denver and Orlando before it really kicked in for him in Minnesota and then Detroit.
"Now [Billups] is going to be a Hall of Famer, there's no doubt in my mind, but it took him a while."
Conley knew he was getting a chance he hadn't earned yet, and that bothered him.
He was an undersized teenaged point guard with an inconsistent jump shot. Lowry, the man he was replacing, was better than him.
"I was 19 or 20 years old and all these guys were older than me -- Mike Miller, Stromile Swift, Brian Cardinal -- and I was like, 'They probably don't respect me. I'm just a 20-year-old. Why are they going to listen to me?'" Conley said.
"I was kind of stuck, not knowing exactly what my role was or how to command the room at such a young age. I felt like I hadn't earned it yet."
Mike Conley Sr. had one demand of the Grizzlies when Wallace called to negotiate an extension for his son in the fall of 2010.
"The first thing I told them when we began negotiating was that I didn't want to go further with these discussions unless Mike was their guy," Conley Sr. said at the time. "They said he's their guy."
Over his first three seasons in Memphis, Conley averaged 10.9 points, 4.7 assists and 2.8 rebounds per game. How could the team know he was "their guy"?
The deal was panned publicly and privately as an act of desperation by a small-market franchise scared to lose a former lottery pick. Wallace took most of the flack, but Conley's life was pretty miserable then, too.
"I did everything I could to block it out," Conley said. "I turned off my computer, my phone, I think Twitter at the time was just coming out. It was really tough. I was getting it, trust me."
But Wallace had seen enough in him.
"At that time, we gave him a deal that was in line with the guys who were the 14th- to 18th-best point guards in the league," Wallace said. "We felt it was prudent to do it because he was an up-and-comer, we were going to have to pay him at some point, and why not lock it in?
"And we knew him. He was our guy. Our feeling was he would be emboldened by the confidence, the show of faith in the contract, rather than someone who was going to take the money and run."
Conley listened and took the advice of assistant coach Damon Stoudamire to heart. He put in a lot of time with special assistant coach Mark Price during the season and Ohio State assistant coach Chris Jent over the summers to revamp his shot so opponents couldn't just sag off him every time he drove into the lane.
But above all else, it was the way he reacted to the Grizzlies' show of faith in him. The way it not only bothered him, but also empowered him.
Conley wasn't trying to prove his doubters wrong. He was trying to prove the people who believed in him right. And Wallace and Hollins had been around long enough to know that was special.
"It's good to try and change people's opinions, but I didn't set out to say, 'I told you so,'" Conley said. "I've just always wanted to try to earn respect."
Marc Gasol joined the Grizzlies in Conley's second year with far less fanfare but just as much ground to make up.
Some locals remembered Marc as the chubby kid who played at Lausanne Collegiate High School in Memphis while his brother Pau was starring for the Grizzlies, but Wallace had seen how his game and his body had drastically changed for the better after he'd returned home to Spain to hone his skills with FC Barcelona.
Still, it was going to take time. And patience wasn't easy to come by when things are as ugly as they were for the Grizzlies back then.
Fan interest in the team was embarrassingly lean. John Calipari and Derrick Rose had the University of Memphis rolling. The Grizzlies were little more than a sideshow.
"You could bring your kids to our games and it was like going to a library," Wallace joked. "They could've done their homework."
That depressing atmosphere, and the Grizzlies' depressing prospects, were partly why Pau Gasol had wanted to be traded from Memphis in the first place.
But that stuff had little effect on Marc Gasol. They'd heard his personality was different than his brother's, that he was called "the tank" for more than just his hulking frame. When he showed up with a rugged, determined approach, it was a pleasant surprise.
It was also just what Conley needed in a running mate.
"Marc's always had my back," Conley said. "When I wanted to say something … well, a few years ago I might not have said it. I'd be like, 'I don't know how to say it to this guy.' And Marc would go, 'Mike feels this way. We need to do this or that.'
"I've gotten out of that shell now, but it's because of the things he helped me say and do then."
Gasol smiled when asked how he helped Conley find his voice. "I made sure his message got across," he said.
The Grizzlies were sold to 35-year-old billionaire Robert Pera last year, and the only thing anyone here knew was that things were going to change.
Players such as Zach Randolph and Rudy Gay started hearing their names in trade rumors almost immediately. Hollins was asked to coach through the final year of his contract with no assurances he'd be asked back. Everyone in the organization was under evaluation.
It was unsettling for all involved. But one of the new owner's first acts was to take Gasol and Conley to dinner to help ease the uncertainty.
"It made me feel as good as I've felt here," Conley said. "Because, believe it or not, I've always kind of been on edge not knowing if I'm going to get traded or not.
"So for once, I felt like I was in the plan."
A few months later, it became clear that Gay was not. He was shipped to Toronto in a stunning and somewhat unpopular move before the trade deadline.
While it was a painful cut, the Grizzlies were convinced the change would help the team fit better together in the long run. All those shots Gay used to take would be redistributed to Conley, Gasol and Randolph. So would the responsibility he used to shoulder.
"It left a void there and somebody had to fill it," Conley said. "It hurt to lose Rudy, but I took it upon myself to be that guy. It felt like a lightbulb turned on, like this is your chance to be what you've prepared yourself to be.
"I just knew that in order for us to win now, I had to be aggressive, I had to make plays. Before I could kind of float and let Rudy play, let Zach and Marc play. Now they count on me every night."
This time, he's earned it.