We introduce a notion of shadowing property for actions of finitely generated groups and study its basic properties. We formulate and prove a shadowing lemma for actions of nilpotent groups. We construct an example of a faithful linear action of a solvable Baumslag–Solitar group and show that the shadowing property depends on quantitative characteristics of hyperbolicity. Finally, we show that any linear action of a non-abelian free group does not have the shadowing property.