The short answer is ‘no’, although this has caveats, as it is possible to answer the question ‘yes’ from certain points of view.
Light can be thought of existing as both a wave and a particle (or quanta) at the same time. It has relativistic mass (meaning that it has energy which can be transformed into mass [E = mc^2]). It does not have rest mass though since it cannot BE at rest (meaning that it does not exhibit/experience a gravitational pull).
It can be affected by gravity though because gravity essentially curves space-time. Since light always goes in a straight line relative to space-time, if it encounters a curvature in space-time it will continue going straight but since space-time is curved, “straight” will be curved as well. In the case of black holes, the curve is so steep that the “straight” path actually spirals down to a single point from the perspective of an outside observer.