This question was answered most famously by Young's double slit experiment. The double slit experiment shows that photons (as well as all light and matter) can be thought of as both a wave AND a particle. As a beam of particles is fired at two slits the beam splits and reforms on the other side of the slits to form a diffraction pattern (wave-like). However, the diffraction patterns are always observed to be created from a build up of descrete points (particle-like). Sometimes we must use a wave model and sometimes a particle model to describe light and matter depending on the behaviour.