The purpose of this paper is to show that RR Lyrae variables exist and can be detected in M31 globular clusters. We report on the first tentative identification of RR Lyrae candidates in four globular clusters of the Andromeda galaxy, i.e. G11, G33, G64 and G322. Based on HST-WFPC2 archive observations in the F555W and F814W filters spanning a total interval of about 5 consecutive hours we find evidence for 2, 4, 11 and 8 RR Lyrae variables of both ab and c Bailey types in G11, G33, G64 and G322, respectively. Several more candidates can be found by relaxing slightly the selection criteria. These numbers are quite consistent with the horizontal branch morphology exhibited by the four clusters, starting from the very blue HB in G11, and progressively moving to redder HBs in G64, G33 and G322.