We study the rare radiative leptonic decays B s → ℓ + ℓ − γ (ℓ = e, µ, τ ) within the Standard Model, considering both the structure-dependent amplitude and bremsstrahlung. In the framework of the covariant confined quark model developed by us, we calculate the form factors characterizing the B s → γ transition in the full kinematical region of the dilepton momentum squared and discuss their behavior. We provide the analytic formula for the differential decay distribution and give predictions for the branching fractions in both cases: with and without long-distance contributions.Finally, we compare our results with those obtained in other approaches.