To match the precision of present and future measurements of W-boson production at hadron colliders electroweak radiative corrections must be included in the theory predictions. In this paper we consider their effect on the transverse momentum (p_T) distribution of W bosons, with emphasis on large p_T. We evaluate the full electroweak O(alpha) corrections to the processes pp -> W+jet and pbar p -> W+jet including virtual and real photonic contributions. We present the explicit expressions in analytical form for the virtual corrections and provide results for the real corrections, discussing in detail the treatment of soft and collinear singularities. We also provide compact approximate expressions which are valid in the high-energy region, where the electroweak corrections are strongly enhanced by logarithms of hat{s}/M_W^2. These expressions describe the complete asymptotic behaviour at one loop as well as the leading and next-to-leading logarithms at two loops. Numerical results are presented for proton-proton collisions at 14 TeV and proton-antiproton collisions at 2 TeV. The corrections are negative and their size increases with p_T. At the LHC, where transverse momenta of 2 TeV or more can be reached, the one- and two-loop corrections amount up to -40% and +10%, respectively, and will be important for a precise analysis of W production. At the Tevatron, transverse momenta up to 300 GeV are within reach. In this case the electroweak corrections amount up to -10% and are thus larger than the expected statistical error.
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