We searched for variable stars in Hydra II, one of the recently discovered ultra-faint dwarf satellites of the Milky Way, using gri time-series obtained with the Dark Energy Camera (DECam) at Cerro Tololo Inter-American Observatory, Chile. We discovered one RR Lyrae star in the galaxy which was used to derive a distance of 154±8 kpc to this system and to re-calculate its absolute magnitude and half-light radius.A comparison with other RR Lyrae stars in ultra-faint systems indicates similar pulsational properties among them, which are different to those found among halo field stars and those in the largest of the Milky Way satellites. We also report the discovery of 31 additional short period variables in the field of view (RR Lyrae, SX Phe, eclipsing binaries, and a likely anomalous cepheid) which are likely not related with Hydra II.