I was going by the Shade's own comments when trapped by "Alias, the Spider" and just before he killed him. The Spider put the Shade (Who'd he'd knocked out) in front of a fire in a fireplace in the belief that Shade would be powerless, the Shade pointed out that that only worked if he was surrounded by light so he had no shadow.
It's possible he might have been lying but, under the circumstances, had no reason to.