Photons do have momentum, and the equation for the momentum of a photon is given by:
$$p = \frac{E}{c}$$
where E is the energy of the photon.
These equations can be derived from Einstein's Equation:
$$E^2 = p^2c^2 + m^2c^4$$
For a photon with mass = 0, the equation is reduced to:
$$E = pc$$
This means that mass is not required in order to have momentum, so long the particle has energy (which a photon surely has - as shown through the photelectric effect)
Thus, it is a common misconception that mass is required for momentum.
Edit: momentum of a photon can also be written as $$p = \frac{h}{\lambda}$$
What this λ represents in the context of a particle is simply the EM wave associated with that particular photon since particles themselves do not have wavelengths.
Hope this helps!