Heavy quarks created in ultra-relativistic heavy-ion collisions are mostly produced in hard QCD processes during the early stages of the reaction. They interact with the hot and cold nuclear matter throughout the evolution of the medium via semi-hard and soft processes such as energy loss via gluon radiations and collisions. Nuclear modification of heavy flavors in p-A systems provides insight into cold nuclear matter effects such as (anti)shadowing and kT- broadening, and serves as a baseline for A-A studies. In addition to that the fully reconstructed heavy-flavor jets provide additional information on the flavor (or mass) dependence of fragmentation, color charge effects as well as insight into the contribution of late gluon splitting. In this contribution, we present the measurements of b-jet production in p–Pb collisions at TeV and c-jet production in pp, p–Pb and Pb–Pb collisions measured by the ALICE experiment at the LHC. The measurements of the nuclear modification factors for c-jet in p–Pb and Pb–Pb collisions are also presented. The experimental measurements are compared with the results from Monte Carlo event generators (PYTHIA 6, PYTHIA 8 and Herwig 7) and the NLO pQCD calculations (POWHEG+PYTHIA6). We find good agreement of the measurements with the results from Monte Carlo event generators and from NLO pQCD calculations.