The ring was on Mycroft's hand (the right one) on at least two other occations that I can recall. In ASiP during the warehouse scene with John (That was where I first noticed it. I thought it was a wedding ring too) and in TEH during the scene where he talks to Sherlock in his office as well as when he and Sherlock is playing their deduction game. That's what I can remember without going back and rewatching.
I always wondered what kind of ring it was if not a wedding ring?

Mycroft always wears a ring on his right ringfinger and they never explained it. Theories go from married to a man, widower, secret service sign, to just an ornament. 

Mark, incidentally, also wears his wedding ring on the right, I still suspect that he left it on by mistake and then just decided to write it in, but they never said anything about that. 

"He wears a ring on the ring finger of his right hand. It is unknown if this is symbolic of anything. Show co-creator and actor of Mycroft Mark Gatiss has stated that it is not a wedding ring, but that he likes to think there is a story behind it."

found on bakerstreet.wikia.com. I noticed it aswell and googled it