The problem of replay attacks in the communication network between Distributed Generation Units (DGUs) of a DC microgrid is examined. The DGUs are regulated through a hierarchical control architecture, and are networked to achieve secondary control objectives. Following analysis of the detectability of replay attacks by a distributed monitoring scheme previously proposed, the need for a watermarking signal is identified. Hence, conditions are given on the watermark in order to guarantee detection of replay attacks, and such a signal is designed. Simulations are then presented to demonstrate the effectiveness of the technique.