UMG Animated Image.

AnimatedImage.cpp

#include "AnimatedImage.h"

void UAnimatedImage::SetCurrentFrame(int32 Frame)
{
	CurrentFrame = Frame;
	if (CurrentFrame < 0) CurrentFrame = 0;
	if (CurrentFrame > TotalFrames - 1) CurrentFrame = TotalFrames - 1;
	SynchronizeProperties();
}

void UAnimatedImage::Play()
{
	if (!TimerHandle.IsValid())
	{
		GetWorld()->GetTimerManager().SetTimer(
			TimerHandle, 
			this, 
			&UAnimatedImage::TimerTick, 
			1.0f / FramesPerSecond, 
			true
		);
	}
}

void UAnimatedImage::Stop()
{
	if (TimerHandle.IsValid())
	{
		GetWorld()->GetTimerManager().ClearTimer(TimerHandle);
		TimerHandle.Invalidate();
	}
}

void UAnimatedImage::SynchronizeProperties()
{
	Super::SynchronizeProperties();

	UTexture2D* Texture = Cast<UTexture2D>(Brush.GetResourceObject());
	if (Texture == nullptr) return;
	FVector2D TextureSize(Texture->GetSizeX(), Texture->GetSizeY());
	
	int32 MaxColumns = FMath::FloorToInt(TextureSize.X / Brush.ImageSize.X);
	int32 Row = FMath::FloorToInt(CurrentFrame / MaxColumns);
	int32 Column = CurrentFrame % MaxColumns;

	FVector2D Min(Brush.ImageSize.X * Column, Brush.ImageSize.Y * Row);
	FVector2D Max = Min + Brush.ImageSize;
	FBox2D UVCoordinates(Min / TextureSize, Max / TextureSize);
	UVCoordinates.bIsValid = true;

	Brush.SetUVRegion(MoveTemp(UVCoordinates)); 
}

void UAnimatedImage::TimerTick()
{
	CurrentFrame++;
	if (CurrentFrame > TotalFrames - 1) CurrentFrame = 0;
	SynchronizeProperties();
}

AnimatedImage.h

#pragma once
#include "Runtime/UMG/Public/UMG.h"
#include "Runtime/UMG/Public/UMGStyle.h"
#include "Runtime/UMG/Public/Slate/SObjectWidget.h"
#include "Runtime/UMG/Public/IUMGModule.h"
#include "Runtime/UMG/Public/Blueprint/UserWidget.h"
#include "Components/Image.h"
#include "AnimatedImage.generated.h"

/**
 * UMG Animated Image. 
 * Make sure you add "UMG", "Slate" and "SlateCore" to your module's dependencies.
 * It doesn't use flipbook data. All animation frames must be the same size and position in grid on the texture.
 * Set frame size by setting "Image Size" and "Total Frames" http://i.imgur.com/5WuZmKA.png
 */

UCLASS()
class UAnimatedImage : public UImage
{
	GENERATED_BODY()

public:
	UFUNCTION(BlueprintCallable, Category = Animation)
	void SetCurrentFrame(int32 Frame);

	UFUNCTION(BlueprintCallable, Category = Animation)
	void Play();

	UFUNCTION(BlueprintCallable, Category = Animation)
	void Stop();

	virtual void SynchronizeProperties();

protected:
	UPROPERTY(EditAnywhere, BlueprintReadOnly, Category = Animation)
	int32 FramesPerSecond = 10;

	UPROPERTY(EditAnywhere, BlueprintReadOnly, Category = Animation)
	int32 CurrentFrame = 0;

	UPROPERTY(EditAnywhere, BlueprintReadOnly, Category = Animation)
	int32 TotalFrames = 1;

	void TimerTick();

	FTimerHandle TimerHandle;
};

To get this to compile make sure to add UMG to your PublicDependencyModuleNames and Slate SlateCore to your PrivateDependencyModuleNames

        PublicDependencyModuleNames.AddRange(new string[] { 
		"Core", 
		"CoreUObject",
            	"Engine",
            	"InputCore", 
            	"UMG" // <---- THIS
        });
        
        DynamicallyLoadedModuleNames.Add("OnlineSubsystemNull");
        
        PrivateDependencyModuleNames.AddRange(new string[] {
            "Slate", // <---- THIS
            "SlateCore" // <---- THIS
        });