We have to be poor in spirit before we can be filled with the Holy Spirit. Negative, before positive. And here again is another example of exactly the same thing – conviction must of necessity precede conversion, a real sense of sin must come before there can be a true joy of salvation. Now that is the whole essence of the gospel. So many people spend all their lives in trying to find this Christian joy. They say they would give the whole world if they could only find it, or could be like some other person who has it. Well, I suggest that in ninety-nine cases out of a hundred this is the explanation. They have failed to see that they must be convicted of sin before they can ever experience joy. They do not like the doctrine of sin. They dislike it intensely and they object to its being preached. They want joy apart from the conviction of sin. But that is impossible; it can never be obtained. Those who are going to be converted and who wish to be truly happy and blessed are those who first of all mourn. Conviction is an essential preliminary to true conversion.
– Martyn Lloyd-Jones, Studies in the Sermon on the Mount, p. 45.