W bosons can be produced in the channels e+- p --> W+- + X at HERA thus allowing anomalous trilinear couplings among the gauge bosons to be probed. We discuss the next-to-leading order (NLO) QCD corrections to the photoproduction of W bosons with finite transverse momentum at HERA. The higher-order QCD corrections reduce the factorization scale dependence significantly and modify the leading-order (LO) cross sections by +- O(10%).