Adding a hard photon to the final state of a leptonic pseudoscalar-meson decay lifts the helicity suppression and can provide sensitivity to a larger set of operators in the weak effective Hamiltonian. Furthermore, radiative leptonic $B$ decays at high photon energy are well suited to constrain the first inverse moment of the $B$-meson light-cone distribution amplitude, an important parameter in the theory of nonleptonic $B$ decays. We demonstrate that the calculation of radiative leptonic decays is possible using Euclidean lattice QCD, and present preliminary numerical results for $D_s^+ \to \ell^+ \nu\gamma$ and $K^- \to \ell^-\bar{\nu}\gamma$.