This achievement is bugged; it will not unlock by following the description.
To unlock it, here’s what I did:
Solo / difficulty: whatever suits you
Create two cities
Use your first Great Prophet on your second city (so your capital is not your holy city)
Use your second Great Prophet to go convert the nearest enemy capital.
Note: In the solutions I found on Reddit, the second city to be converted is the human player’s capital, but that did not work for me. I reloaded my save and instead converted the nearest AI enemy capital, which worked.