High-order topological phases, such as those with nontrivial quadrupole moments [1,2], protect edge states that are themselves topological insulators in lower dimensions. So far, most quadrupole phases of light are explored in linear optical systems, which are protected by spatial symmetries [3] or synthetic symmetries [1,2,4-7]. Here we present Floquet quadrupole phases in driven nonlinear photonic crystals that are protected by space-time screw symmetries [8]. We start by illustrating space-time symmetries by tracking the trajectory of instantaneous optical axes of the driven media. Our Floquet quadrupole phase is then confirmed in two independent ways: symmetry indices at high-symmetry momentum points and calculations of the nested Wannier bands. Our Letter presents a general framework to analyze symmetries in driven optical materials and paves the way to further exploring symmetry-protected topological phases in Floquet systems and their optoelectronic applications.