This Letter reports the observation of single top quarks produced together with a photon, which directly probes the electroweak coupling of the top quark. The analysis uses 139 fb$^{-1}$ of 13 TeV proton-proton collision data collected with the ATLAS detector at the Large Hadron Collider. Requiring a photon with transverse momentum larger than 20 GeV and within the detector acceptance, the fiducial cross section is measured to be 688 $\pm$ 23 (stat.) $^{+75}_{-71}$ (syst.) fb, to be compared with the standard model prediction of 515 $^{+36}_{-42}$ fb at next-to-leading order in QCD.