We study the di-photon correlations in quark-nucleus and proton-nucleus collisions at RHIC and the LHC. We show that the single fragmentation di-photon produces the away side correlations peak, and the double fragmentation component of prompt diphoton is responsible for the near-side peak, and the long-range in rapidity near-side azimuthal collimation, the so-called "ridge" structure. We show that while di-photon ridge exists at the LHC in quark-nucleus collisions, the effect disappears in proton-nucleus collisions at the LHC. We show that the di-photon correlation measurments in p+A collisions can help to discriminate among models and understand the true origin of the observed dihadron ridge in p+A collisions. KeyWords Plus:RANGE ANGULAR-CORRELATIONS; LONG-RANGE; SIDERegular 2015FONDECYTFONDECYT