We focus on addressing the problem of shadow removal for an image, and attempt to make a weakly supervised learning model that does not depend on the pixelwise-paired training samples, but only uses the samples with image-level labels that indicate whether an image contains shadow or not. To this end, we propose a deep reciprocal learning model that interactively optimizes the shadow remover and the shadow detector to improve the overall capability of the model. On the one hand, shadow removal is modeled as an optimization problem with a latent variable of the detected shadow mask. On the other hand, a shadow detector can be trained using the prior from the shadow remover. A self-paced learning strategy is employed to avoid fitting to intermediate noisy annotation during the interactive optimization. Furthermore, a color-maintenance loss and a shadow-attention discriminator are both designed to facilitate model optimization. Extensive experiments on the pairwise ISTD dataset, SRD dataset, and unpaired USR dataset demonstrate the superiority of the proposed deep reciprocal model.