In my case this solved the problem.

The org.gnome.settings-daemon.plugins.background setting had been disabled but I cannot determine why. Once I checked this checkbox in dconf-editor and changed my wallpaper, it was reflected on the login screen.

I just solved this by copying my background image into the folder /usr/share/backgrounds (with a pkexec nautilus — lazy me, or in a better way with sudo cp /path/to/image.jpg /usr/share/backgrounds). After that, I changed the background image from Unity in a regular way. You have to do this last change for any of the desktop manager you have on your system. Also, I think image has to be outside of the user’s folder.

It worked for me.