Asymptotic Giant Branch (AGB) winds from evolved stars not only provide a non-trivial amount of mass and energy return, but also produce dust grains in massive elliptical galaxies. Due to the fast stellar velocity and the high ambient temperature, the wind is thought to form a comet-like tail, similar to Mira in the Local Bubble. Many massive elliptical galaxies and cluster central galaxies host extended dusty cold filaments. The fate of the cold dusty stellar wind and its relation to cold filaments are not well understood. In this work, we carry out both analytical and numerical studies of the interaction between an AGB wind and the surrounding hot gas. We find that the cooling time of the tail is inversely proportional to the ambient pressure. In the absence of cooling, or in low pressure environments (e.g., the outskirts of elliptical galaxies), AGB winds are quickly mixed into the hot gas, and all the AGB winds have similar appearance and head-to-tail ratio. In high pressure environments, such as the Local Bubble and the central regions of massive elliptical galaxies, some of the gas in the mixing layer between the stellar wind and the surrounding hot gas can cool efficiently and cause the tail to become longer. Our simulated tail of Mira itself has similar length and velocity to that observed, and appears similar to the simulated AGB tail in the central regions of massive galaxies. We speculate that instead of thermal instability, the induced condensation at the mixing layer of AGB winds may be the origin of cold filaments in massive galaxies and galaxy clusters. This naturally explains the existence of dust and PAH in the filaments.