We present an extensive search for RR Lyrae stars in and around the ultra-faint Milky Way companions Segue 2 and Segue 3 . The former ( M _ { V } = -2.5 , Belokurov et al . 6 ) appears to be an extremely faint dwarf galaxy companion of the Milky Way . The latter ( M _ { V } = 0.0 , Fadely et al . 17 ) is among the faintest star clusters known . We use B and V band time-series imaging obtained at the WIYN 0.9 meter telescope at Kitt Peak National Observatory to search for RR Lyrae in these objects . In our Segue 2 observations , we present a previously unknown fundamental mode ( RRab ) RR Lyrae star with a period of P _ { ab } = 0.748 days . With this measurement , we revisit the inverse correlation between \langle P _ { ab } \rangle and \langle [ Fe / H ] \rangle established in the literature for Milky Way dwarf galaxies and their RR Lyrae . In this context , the long period of Segue 2 ’ s RRab star as well as the known significant spread in metallicity in this dwarf galaxy are consistent with the observed trend in \langle P _ { ab } \rangle and \langle [ Fe / H ] \rangle . We derive the first robust distance to Segue 2 , using both its RRab star and spectroscopically confirmed blue horizontal branch stars . Using [ Fe / H ] = -2.16 and -2.44 dex , we find d _ { RRL } = 36.6 ^ { +2.5 } _ { -2.4 } and 37.7 ^ { +2.7 } _ { -2.7 } kpc ; assuming [ Fe / H ] = -2.257 dex , we find d _ { BHB } = 34.4 \pm 2.6 kpc . Although no RR Lyrae were present in the Segue 3 field , we found a candidate eclipsing binary star system .