Robots equipped with reinforcement learning (RL) have the potential to learn a wide range of skills solely from a reward signal. However, obtaining a robust and dense reward signal for general manipulation tasks remains a challenge. Existing learning-based approaches require significant data, such as demonstrations or examples of success and failure, to learn task-specific reward functions. Recently, there is also a growing adoption of large multi-modal foundation models for robotics. These models can perform visual reasoning in physical contexts and generate coarse robot motions for various manipulation tasks. Motivated by this range of capability, in this work, we propose and study rewards shaped by vision-language models (VLMs). State-of-the-art VLMs have demonstrated an impressive ability to reason about affordances through keypoints in zero-shot, and we leverage this to define dense rewards for robotic learning. On a real-world manipulation task specified by natural language description, we find that these rewards improve the sample efficiency of autonomous RL and enable successful completion of the task in 20K online finetuning steps. Additionally, we demonstrate the robustness of the approach to reductions in the number of in-domain demonstrations used for pretraining, reaching comparable performance in 35K online finetuning steps.