We report our ongoing lattice QCD study of radiative leptonic decays of the charged pseudoscalar mesons $D$, $D_s$, $B$, and $B_c \to \ell \nu_\ell \gamma$. We carry out our analysis on a single JLQCD ensemble with lattice spacing $a=0.044~\text{fm}$. This work is a step towards a complete QCD+QED lattice calculation of these modes, aimed at reducing theoretical uncertainties in the extraction of $|V_{cd}|$ and $|V_{cs}|$ and providing first-principles estimates of the corresponding form factors in the $B$ sector.