We show how shadow mapping, a method for approximating visibility in real-time graphics, can be made differentiable. Our central observation is that pre-filtered shadow mapping, in combination with differentiable rasterizers, permits the efficient generation of shadow derivatives. In gradient-based optimizations, differentiable rasterizers with shadow mapping can be an efficient alternative to differentiable ray tracing. The paper has been accepted to CVPR 2023. Additional information, including a presentation video and the source code, can be found on the project page.