The dependence of various features of electromagnetic radiation on the space-time dimension is investigated. The dimension is d ≥ 4, the lower dimensional theory is not considered. Some features known in four dimensions are carried over (possibly with slight modifications) to extra dimensions, whereas other ones exist only for d = 4. The first group contains, e.g., the notion of null characteristic surfaces and null electromagnetic fields, the geometrical optics approximation ( nearly plane waves), and Fermat′s principle. It turns out that the null rays of the null field are geodesic lines for any dimension (generalization of Mariot′s theorem). The independent functional (algebraic) invariants for a generic electromagnetic field are explicitly constructed, there are [ d/2] of such invariants for d dimensions. A generalized Newman-Penrose formalism (complex Ricci rotation coefficients) is developed in d = 6 and it is used to show that four dimensions are exceptional: only for d = 4 are the rays of a null field shear-free (Robinson′s theorem); in extra dimensions Maxwell′s equations are less restrictive. This formalism is also applied for proving a generalization of Sachs′ optical theorem: for any d, the shadow cast by a small object in a light beam is rotated, expanded, and sheared, but it is not Lorentz contracted.