 He began business life in London with an elder brother, William, but in 1799 he joined his brother John in St. Petersburg, remaining there till 1807.In 1810 Venning came under strong religious impressions, and after his mother's death joined a congregational church in 1811.On the formation in 1815 of the Society for the Improvement of Prison Discipline he became an active member; and when he returned to St. Petersburg in 1817, he founded a similar society there, in 1819.