I achieved a good solution with this one:
<?xml version="1.0" encoding="utf-8"?>
<layer-list xmlns:android="http://schemas.android.com/apk/res/android">
<!-- This is the line -->
<item android:top="-1dp" android:right="-1dp" android:left="-1dp">
<shape>
<solid android:color="@android:color/transparent" />
<stroke android:width="1dp" android:color="#ffffff" />
</shape>
</item>
</layer-list>
This works well in case you need a transparent background but still an open stroke color (In my case I only needed a bottom line). If you need a background color you can add a solid shape color as in Maragues answer.
EDIT 1
Sometimes, for High Density devices, using low dip values may end in very thin or invisible strokes or distances. This may happen to you also when setting ListView dividers.
The simplest workaround is to use a distance of 1px instead of 1dp. This will make the line always visible at all densities. The best solution would be to create dimension resources for each density, to get the best size for each device.
Edit 2
Fun, but I tried to use this 6 years later and I can’t get a good result on Lollipop devices.
Probably the current solution is to use 9-patch. Android should have made an easy solution for this problem after all this time.