We present results on the momentum fraction carried by quarks and gluons in the pion and the kaon. We employ three gauge ensembles generated with $N_f=2+1+1$ Wilson twisted-mass clover-improved fermions with physical quark masses. We perform, for the first time, a continuum extrapolation directly at the physical pion. We find that the total momentum fraction carried by quarks is $\langle x \rangle_{q, R}^{\pi}= 0.575(79)$ and $\langle x \rangle_{q,R}^{K} = 0.683(50)$ and by gluons $\langle x \rangle_{g, R}^{\pi}=0.402(53)$ and $\langle x \rangle_{g, R}^{K}=0.422(67)$ in the pion and in the kaon, respectively, in the $\overline{\mathrm{MS}}$ scheme and at the renormalization scale of 2 GeV.
Having computed both the quark and gluon contributions in the continuum limit, we verify the momentum sum, finding 0.984(89) for the pion and 1.13(11) for the kaon.