Triple gauge boson associated production at the LHC serves as an interesting channel to test the robustness of the Standard Model. Any deviation from its SM prediction may indicate possible existence of relevant new physics, e.g., anomalous quartic gauge boson couplings. In this paper, a Monte-Carlo feasibility study of measuring W+W-gamma production with pure leptonic decays and probing anomalous quartic gauge-boson (e.g., WW gamma gamma) couplings, is presented in detail for the first time, with parton shower and detector simulation effects taken into account. Our results show that at the root s = 14TeV LHC with an integrated luminosity of 100 (30) fb(-1), one can reach a significance of 9 (5) sigma to observe the SM W+W-gamma production, and can constrain at the 95% C.L. the anomalous WW gamma gamma coupling parameters, e.g., a(0,c)(W)/Lambda(2) (see ref. [16] for their definitions), at 1 x 10(-5) GeV-2 level, respectively.