We investigate the cold nuclear matter (CNM) effects on the productions of the isolated prompt photon and γ+jet in proton-lead collisions at 8.16 TeV under the next-to-leading order (NLO) perturbative quantum chromodynamics calculations with four parametrizations for nuclear parton distribution functions (nPDFs), i.e. DSSZ, EPPS16, nCTEQ15, nIMParton. Our theoretical calculations provide good descriptions of pp baseline in the ATLAS collaboration and make predictions for future experimental results at p+Pb collisions. We calculate the dependence of the nuclear modification factor of isolated prompt photon on transverse momentum p γ T and pseudo-rapidity η γ at very forward and backward rapidity regions, and demonstrate that the forward-to-backward yield asymmetries Y asym pPb as a function of p γ T with different nPDFs parametrizations have diverse behaviors. Furthermore, the nuclear modification factor of isolated-γ+jet R γJet pPb as a function of γ+jet's pseudo-rapidity ηγJet = 1 2 (ηγ + ηJet) at different average transverse momentum p avg T = 1 2 (p γ T + p Jet T ) has been discussed, which can facilitate a tomography study of CNM effects with precise locations in a rather wide kinematic region by varying the transverse momenta and rapidities of both isolated photon and jet in p+A collisions.