It's not idiomatic.
"On that photograph" is a correct phrase, but has a different meaning, in that there's a physical object on the surface. Like a smudge.
It's a common mistake, though, especially among non-native English speakers, since literally every other European language I encountered deals with a picture's contents with its form of "on".
Photo, picture and image should all be accepted translations (they are not in this exercise) - photograph is too formal for an informal conversation suggested in this sentence.