The dilepton production is investigated in proton-nucleus collisions in the forward region using the Color Glass Condensate approach. The transverse momentum distribution ($p_T$), more precisely the low $p_T$ region, where the saturation effects are expected to increase, is analyzed. The ratio between proton-nucleus and proton-proton differential cross section for RHIC and LHC energies is evaluated, showing the effects of saturation at small $p_T$, and presenting a Cronin type peak at moderate $p_T$. These features indicate the dilepton as a most suitable probe to study the properties of the saturated regime and the Cronin effect.