The effects of parton energy loss in nuclear matter on the Drell-Yan process in pA and πA collisions at fixed-target energies are investigated. Calculations are based on the Baier-Dokshitzer-Mueller-Peigné-Schiff (BDMPS) framework embedded in a next-to-leading order calculation, using the transport coefficient extracted from J/ψ measurements. Model calculations prove in good agreement with preliminary measurements by the E906 experiment, despite a slightly different magnitude, supporting a consistent picture between Drell-Yan and J/ψ data. Predictions for the COMPASS future measurements in πA collisions at √ s = 18.9 GeV are also performed. At higher collision energy ( √ s = 38.7 GeV), Drell-Yan measurements are only slightly affected by energy loss effects. On the contrary, the E906 results turn out in clear disagreement with nuclear PDF effects alone. The comparison of E772, E866, and E906 measurements indicates for the first time a clear violation of QCD factorization in Drell-Yan production in pA collisions.