Wolbachia pipientis is an endosymbiotic bacterium that induces a wide range of effects in its insect hosts, including manipulation of reproduction and protection against pathogens. Little is known of the molecular mechanisms underlying the insect-Wolbachia interaction, though it is likely to be mediated via the secretion of proteins or other factors. There is an increasing amount of evidence that bacteria regulate many cellular processes, including secretion of virulence factors, using small non-coding RNAs (sRNAs), but sRNAs have not previously been described from Wolbachia. We have used two independent approaches, one based on comparative genomics and the other using RNA-Seq data generated for gene expression studies, to identify candidate sRNAs in Wolbachia. We experimentally characterized the expression of one of these candidates in four Wolbachia strains, and showed that it is differentially regulated in different host tissues and sexes. Given the roles played by sRNAs in other host-associated bacteria, the conservation of the candidate sRNAs between different Wolbachia strains, and the sex- and tissue-specific differential regulation we have identified, we hypothesise that sRNAs may play a significant role in the biology of Wolbachia, and in particular in its interactions with its host.