We present a detailed phenomenological study of the associated production of a prompt photon and a heavy-quark jet (charm or bottom) in proton–nucleus (p–A) and nucleus–nucleus (A–A) collisions. We show that future p–A data to be collected at the LHC should allow one to disentangle the various sets currently available. In A–A collisions, the photon transverse momentum can be used to gauge the initial energy of the massive parton which is expected to propagate through the dense QCD medium produced in those collisions, as shown by the present phenomenological analysis carried out in Pb–Pb collisions at the LHC.