We use 14 year baseline images obtained with the Wide Field and Planetary Camera 2 on board the Hubble Space Telescope (HST) to derive a proper motion for one of the Milky Way's most distant dwarf spheroidal companions, Leo II, relative to an extragalactic background reference frame. Astrometric measurements are performed in the effective point-spread function formalism using our own developed code. An astrometric reference grid is defined using 3224 stars that are members of Leo II and brighter than a magnitude of 25 in the F814W band. We identify 17 compact extragalactic sources, for which we measure a systemic proper motion relative to this stellar reference grid. We derive a proper motion [μα,μδ] = [+104 ±113,–33 ± 151] μas yr–1 for Leo II in the heliocentric reference frame. Though marginally detected, the proper motion yields constraints on the orbit of Leo II. Given a distance of d sime 230 kpc and a heliocentric radial velocity vr = +79 km s–1, and after subtraction of the solar motion, our measurement indicates a total orbital motion vG = 266.1 ± 128.7 km s–1 in the Galactocentric reference frame, with a radial component $v_{r_G}=21.5 \pm4.3$ km s–1 and tangential component $v_{t_G}$ = 265.2 ± 129.4 km s–1. The small radial component indicates that Leo II either has a low-eccentricity orbit or is currently close to perigalacticon or apogalacticon distance. We see evidence for systematic errors in the astrometry of the extragalactic sources which, while close to being point sources, are slightly resolved in the HST images. We argue that more extensive observations at later epochs will be necessary to better constrain the proper motion of Leo II. We provide a detailed catalog of the stellar and extragalactic sources identified in the HST data which should provide a solid early-epoch reference for future astrometric measurements.