I solved it following the page: http://docs.aws.amazon.com/AmazonRDS/latest/UserGuide/Overview.RDSSecurityGroups.html
I have created a new VPC Security group (for using in the lambda functions). For this group I have added a inbound rule (I accept ALL TRAFFIC for source 172.30.0.0/16 (all the VPC)).
I have added an inbound and an outbound rules in the VPC Security group of the RDS, in inbound accepting ALL TRAFFIC for source of the other security group (the group created for lambda).. and in outbound accepting ALL TRAFFIC for destination of the other security group.
Thank you, this works!
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