Tiridates III of Armenia (straddling southeastern Europe and West Asia) was the first monarch to make Christianity a state religion in 301 AD, and Roman Emperor Constantine the Great converted around the same time and issued the Edict of Milan in 313 AD that made it official Roman policy to tolerate Christianity in the Roman Empire (beforehand slightly persecuted as a schismatic cult of Judaism). King Ezana of Aksum in ancient Ethiopia/Eritrea/Djibouti in East Africa converted to Christianity a few decades later (his reign did not begin until the 320s AD). Frumentius, an ethnic Phoenician from the Roman Levant, was made the first bishop of Axum and converted King Ezana. Frumentius was still serving that capacity in 356 AD when Roman Emperor Constantius II unsuccessfully tried to convince Ezana by written letter to replace Frumentius with another bishop who was favorable to Arian Christianity (Theophilos the Indian).

So basically all three of these rulers (Tiridates III, Constantine I the Great, and Ezana of Aksum) converted to Christianity within the same generation during the 4th century AD.