We calculate the cross-sections for the radiative formation of bound states by dark matter whose interactions are described in the non-relativistic regime by a Yukawa potential. These cross-sections are important for cosmological and phenomenological studies of dark matter with long-range interactions, residing in a hidden sector, as well as for TeV-scale WIMP dark matter. We provide the leading-order contributions to the cross-sections for the dominant capture processes occurring via emission of a vector or a scalar boson. We offer a detailed inspection of their features, including their velocity dependence within and outside the Coulomb regime, and their resonance structure. For pairs of annihilating particles, we compare bound-state formation with annihilation.