AdS waves and pp-waves can only be supported by pure radiation fields, for which the only nonvanishing component of the energy-momentum tensor is the energy density along the retarded time. We show that the nonminimal coupling of selfgravitating scalar fields to the higher-dimensional versions of these exact gravitational waves can be done consistently. In both cases, the resulting pure radiation constraints completely fix the scalar field dependence and the form of the allowed self-interactions. More significantly, we establish that the two sets of pure radiation constraints are conformally related for any nonminimal coupling, in spite of the fact that the involved gravitational fields are not necessarily related. In this correspondence, the potential supporting the AdS waves emerges from the self-interaction associated to the pp-waves and a self-dual condition naturally satisfied by the ppwave scalar fields.