We present a phenomenological study of the associated production of a prompt photon and a heavy quark jet (charm or bottom) in Pb-Pb collisions at the LHC. This channel allows for estimating the amount of energy loss experienced by the charm and bottom quarks propagating in the dense QCD medium produced in those collisions. Calculations are carried out at next-to-leading order (NLO) accuracy using the BDMPS-Z heavy-quark quenching weights. The quenching of the single heavy-quark jet spectrum reflects fairly the hierarchy in the heavy quark energy loss assumed in the perturbative calculation. On the contrary, the single photon spectrum in heavy-ion collisions is only modified at low momenta, for which less heavy-quark jets pass the kinematic cuts. On top of single particle spectra, the two-particle final state provides a range of observables (photon-jet pair momentum, jet asymmetry, among others) which are studied in detail. The comparison of the photon-jet pair momentum, from p-p to Pb-Pb collisions, is sensitive to the amount of energy lost by the heavy-quarks and could therefore be used in order to better understand parton energy loss processes in the heavy quark sector.