We report on a two-flavour lattice QCD study of the D_s and D_s^* leptonic decays parameterized by the decay constants f_{D_s} and f_{D_s^*}. As the phenomenology in the D_s sector seems very promising in the next years with the experiments LHCb and Belle II, it is worth putting a big effort in lattice computations regarding its non-perturbative QCD contributions. Before examining more challenging processes such as hadron-hadron transitions, a natural first step is to address some basic aspects in the context of leptonic decays, where systematic uncertainties from excited state contaminations and cut-off effects in the computation of charmed meson decay matrix elements can be investigated in a more straightforward setting.