We report on a first NLO computation of photon production in p+A collisions at collider energies within the Color Glass Condensate framework, significantly extending previous LO results. At central rapidites, our result is the dominant contribution and probes multi-gluon correlators in nuclei. At high photon momenta, the result is directly sensitive to the nuclear gluon distribution. The NLO result contains two processes, the annihilation process and the process with $qbar{q}$ pair and a photon in the final state. We provide a numerical evaluation of the photon spectrum from the annihilation process.