|MadSci Network: Chemistry|
The term "exo-thermic" means to give out heat, so to answer your question; no, there is no exothermic reaction which doesn't release heat.
However, light can be emitted by some reactions. The heating of the rock Bleu Jaune [French for "Blue-Yellow", but often referred to in English as "Blue John Stone"] gives out light rather than heat, an example of thermoluminescence. Other kinds of photochemical reactions also release light.
Consider also, particularly in biological systems, that exothermic reactions in a cell may provide energy to drive otherwise unfavorable endothermic reactions, producing a limited or no gain in energy release (i.e. "no heat"). However, these reactions by themselves are still exothermic in nature.
Try the links in the MadSci Library for more information on Chemistry.