Entropy of photons

If you know the precise state of a photon, then the system which contains only the photon has 0 entropy... there is no knowledge that can be gained about the system.

Typically the energy of a system is related to the entropy in a monotonically increasing fashion because in most systems (and a better condensed matter specialist would have more to say here) more energy leads to more possible configurations which the system could occupy. For instance, if a many body quantum system is in a non-degenerate ground state, then again the system has 0 entropy since the precise state of the system is known. However, when all that is known about the system is that it has some average energy $<E>$ above the ground state energy, then there are many states of system which could lead to this measurement.

So your question is not really well defined. But generally, no, higher energy does not imply higher entropy.