It is well known that, in a topological space, the open sets can be characterized using filter convergence. In ZF (Zermelo-Fraenkel set theory without the Axiom of Choice), we cannot replace filters by ultrafilters. It is proven that the ultrafilter convergence determines the open sets for every topological space if and only if the Ultrafilter Theorem holds. More, we can also prove that the Ultrafilter Theorem is equivalent to the fact that u(X) = k(X) for every topological space X, where k is the usual Kuratowski closure operator and u is the Ultrafilter Closure with u(X)(A) := {x is an element of X : (there exists U ultrafilter in X)[U converges to x and A is an element of U]}. However, it is possible to built a topological space X for which u(X) not equal k(X), but the open sets are characterized by the ultrafilter convergence. To do so, it is proved that if every set has a free ultrafilter, then the Axiom of Countable Choice holds for families of non-empty finite sets. It is also investigated under which set theoretic conditions the equality u = k is true in some subclasses of topological spaces, such as metric spaces, second countable T(0)-spaces or {R}. (C) 2010 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim