Neutral shadowing force, which becomes comparable with a screened Coulomb force at extreme cryogenic conditions, can significantly change the properties of complex plasmas. In this work, the impact of neutral shadowing force on the mean square displacement (MSD) of dust particles is investigated. This is done by performing Langevin dynamics simulations of a 2D system of strongly correlated particles. The results of this work show that the additional force due to the neutral shadowing effect has a strong impact on MSD, i.e. the diffusive motion of particles, only if the mean free path of neutral gas particles exceeds the mean inter-dust-particle distance. In the latter case, we find that neutral shadowing force leads to subdiffusion on time scales of the order of tens or hundreds of dust particle plasma oscillation periods. Furthermore, we find that neutral shadowing force can strongly hinder the transition from anomalous diffusion to normal diffusion.