Gamma-rays, like visible light, are made up of photons, infinitesimily small bits of light travelling as waves of energy. Gamma-ray photons are identical to photons of visible light, only carrying much greater energies.
Scientists refer to the entire range of photon energies as the electromagnetic spectrum.
At opposite ends of the spectrum lie the lowest energy photons, radio waves, and the highest energy photons, gamma-rays. Click here to learn about using gamma-rays in astronomy.