We report on a study of W+ photon production in approximately 20 pb−1 of p−p¯ collisions at s=1.8 TeV recorded with the Collider Detector at Fermilab. Our results are in good agreement with standard model expectations and are used to obtain limits on anomalous CP-conserving WWγ couplings of −2.3<Δκ<2.2 for λ=0 and −0.7<λ<0.7 for Δκ=0 at 95% C.L. We obtain the same limits for CP-violating couplings. These results provide limits on the higher-order electromagnetic moments of the W boson of 0.8<3.1 for qWe=1 and −0.6<2.7 for gW=2 at 95% C.L.