  There are several anomalous measurements in the decays induced by the quark
level transition $b \to s \mu^+ \mu^-$, which do not agree with the predictions
of the Standard Model. These measurements could be considered as signatures of
physics beyond the Standard Model. Working within the framework of effective
field theory, several groups have performed global fits to all $b \to s \mu^+
\mu^-$ data to identify the Lorentz structure of possible new physics. Many new
physics scenarios have been suggested to explain the anomalies in the $b \to s
\mu^+ \mu^-$ sector. In this work, we investigate the impact of these new
physics scenarios on the radiative leptonic decay of $B_s$ meson. We consider
the branching ratio of this decay along with the ratio $R_{\gamma}$ of the
differential distribution $B_s \to \mu^+ \mu^- \gamma$ \& $B_s \to e^+ e^-
\gamma$ and the muon forward-backward asymmetry $A_{FB}$. We find that the
predicted values of the branching ratio and $A_{FB}$ are close to the SM
results for all allowed new physics solutions whereas some of the solutions
allow large deviation in $R_{\gamma}$ from its SM prediction.
