We calculate the differential Drell-Yan production cross section in proton-nucleus collisions by including both next-to-leading order perturbative effects and effects of the nuclear medium. We demonstrate that dilepton production in fixed target experiments is an excellent tool to study initial-state parton energy loss in large nuclei and to accurately determine the stopping power of cold nuclear matter. We provide theoretical predictions for the attenuation of the Drell-Yan cross section at large values of Feynman xF and show that for low proton beam energies experimental measurements at Fermilab's E906 can clearly distinguish between nuclear shadowing and energy loss effects. If confirmed by data, our results may help determine the quark radiation length in cold nuclear matter X0 ∼ 10 −13 m.