We present the analysis of fast variability of Very Large Telescope/ISAAC (Infrared Spectrometer And Array Camera) (infra-red), XMM-Newton/OM (optical) and EPIC-pn (X-ray), and RXTE/PCA (X-ray) observations of the black hole X-ray binary GX 339-4 in a rising hard state of its outburst in 2010. We report the first detection of a quasi-periodic oscillation (QPO) in the infra-red band (IR) of a black hole X-ray binary. The QPO is detected at 0.08 Hz in the IR as well as two optical bands (U and V). Interestingly, these QPOs are at half the X-ray QPO frequency at 0.16 Hz, which is classified as the type-C QPO; a weak sub-harmonic close to the IR and optical QPO frequency is also detected in X-rays. The band-limited sub-second time-scale variabi...