We investigate cold nuclear matter (CNM) effects on the productions of isolated prompt photons and γ+jet in proton-lead collisions at 8.16 TeV under next-to-leading order perturbative quantum chromodynamics calculations with four parameterizations for nuclear parton distribution functions (nPDFs), i.e., DSSZ, EPPS16, nCTEQ15, and nIMParton. Our theoretical calculations provide good descriptions of the pp baseline in the ATLAS collaboration and make predictions for future experimental results at p+Pb collisions. We calculate the dependence of t...