We investigate the effective interaction between two microwave fields, mediated by a transmon-type superconducting artificial atom which is strongly coupled to a coplanar transmission line. The interaction between the fields and atom produces an effective cross-Kerr coupling. We demonstrate average cross-Kerr phase shifts of up to 20 degrees per photon with both coherent microwave fields at the single-photon level. Our results provide an important step toward quantum applications with propagating microwave photons.