The propagation of non-linear electromagnetic waves is carefully analyzed on a curved spacetime created by static spherically symmetric mass and charge distribution. We compute how non-linear electrodynamics affects the geodesic deviation and the redshift of photons propagating near this massive charged object. In the first order approximation, the effects of electromagnetic self-interaction can be distinguished from the usual Reissner-Nordstrom terms. In the particular case of Euler-Heisenberg effective Lagrangian, we find that these self-interaction effects might be important near extremal compact charged objects.