No, because a photon does not carry electric charge. A shadow is formed whenever a beam of light passes an object and then some of the light is absorbed or deflected out of the forward-traveling beam by the object. read more
A photon is a bundle of electromagnetic field and it only interacts with objects that have electric charge. When an object absorbs or deflects some light (and thereby makes a shadow), it does so because the objects contains electric charge, such as in its atoms, which interact with the light. read more
(That was a little hard to explain, if no one understands it, just say). Also, light does not cast a shadow from a single quanta of light. You cannot hit one photon off another particle and expect it to cast a shadow, one quanta of light does not make up a broad enough ray. read more