We construct the first tightly secure authenticated key exchange (AKE) protocol from lattices. Known tight constructions are all based on Diffie-Hellman-like assumptions. Thus, our protocol is the first construction with tight security from a post-quantum assumption. Our AKE protocol is constructed tightly from a new security notion for key encapsulation mechanisms (KEMs), called one-way security against checkable chosen-ciphertext attacks (OW- ChCCA). We show how an OW-ChCCA secure KEM can be tightly constructed based on the Learning With Errors assumption, leading to the desired AKE protocol. To show the usefulness of OW-ChCCA security beyond AKE, we use it to construct the first tightly bilateral selective-opening (BiSO) secure PKE. BiSO security is a stronger selective-opening notion proposed by Lai et al. (ASIACRYPT 2021).