We propose a method for the design of gradient wire structures that are capable of converting propagating waves into guided waves along the wire. The conversion process is achieved by imposing an additional wave vector to the scattered waves via the gradient wire structure, such that the wave vector of scattered waves is beyond the wave number in the background medium. Thus, the scattered waves turn into evanescent waves. We demonstrate that two types of gradient wire structures, with either a gradient permittivity and a fixed radius, or a gradient radius and a fixed permittivity, can both be designed to realize such a wave conversion effect. The principle demonstrated in our work has potential applications in various areas including nanophotonics, silicone photonics, and plasmonics.